Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
07.10.2021 | 6.36% | 0.11 | 0.15 | 100'000 | 53'800 | 52'868 | 53'286 | 8'088 | 8'680 | 18.75% | 97.80% |
06.10.2021 | 4.72% | 0.17 | 0.21 | 52'800 | 51'600 | 68'138 | 68'138 | 14'112 | 14'793 | 13.94% | 99.99% |
05.10.2021 | 4.51% | 0.28 | 0.29 | 64'500 | 64'500 | 67'615 | 67'824 | 14'792 | 15'510 | 60.93% | 100.00% |
04.10.2021 | 4.50% | 0.22 | 0.23 | 67'500 | 67'500 | 67'829 | 67'649 | 14'867 | 15'503 | 98.72% | 99.99% |
01.10.2021 | 2.96% | 0.35 | 0.36 | 61'300 | 61'300 | 62'331 | 62'170 | 20'753 | 21'318 | 100.00% | 100.00% |
30.09.2021 | 2.99% | 0.35 | 0.36 | 61'900 | 61'900 | 62'779 | 62'779 | 20'692 | 21'320 | 100.00% | 100.00% |
29.09.2021 | 3.84% | 0.26 | 0.27 | 65'900 | 65'900 | 66'222 | 66'222 | 16'943 | 17'605 | 100.00% | 100.00% |
28.09.2021 | 4.15% | 0.26 | 0.27 | 66'300 | 66'300 | 67'295 | 67'295 | 15'954 | 16'627 | 100.00% | 100.00% |
27.09.2021 | 4.00% | 0.25 | 0.26 | 66'800 | 66'800 | 66'893 | 66'893 | 16'401 | 17'070 | 100.00% | 100.00% |