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 | - | - |
17.12.2021 | 0.82% | 1.20 | 1.21 | 80'000 | 80'000 | 80'000 | 80'000 | 97'337 | 98'137 | 88.75% | 88.75% |
16.12.2021 | 0.82% | 1.27 | 1.28 | 80'000 | 80'000 | 80'000 | 80'000 | 97'287 | 98'087 | 94.42% | 94.42% |
15.12.2021 | 0.87% | 1.17 | 1.18 | 80'000 | 80'000 | 80'000 | 80'000 | 91'916 | 92'716 | 97.46% | 97.46% |
14.12.2021 | 0.87% | 1.04 | 1.05 | 80'000 | 80'000 | 81'392 | 81'392 | 92'909 | 93'723 | 98.76% | 98.76% |
13.12.2021 | 0.84% | 1.16 | 1.17 | 110'000 | 110'000 | 110'000 | 110'000 | 131'053 | 132'153 | 98.83% | 98.83% |
10.12.2021 | 0.84% | 1.20 | 1.21 | 110'000 | 110'000 | 110'000 | 110'000 | 130'668 | 131'768 | 90.17% | 90.17% |
09.12.2021 | 0.86% | 1.18 | 1.19 | 110'000 | 110'000 | 110'000 | 110'000 | 128'023 | 129'123 | 88.78% | 88.78% |
08.12.2021 | 0.87% | 1.18 | 1.19 | 110'000 | 110'000 | 110'000 | 110'000 | 126'694 | 127'794 | 96.86% | 96.86% |
07.12.2021 | 0.96% | 1.08 | 1.09 | 110'000 | 110'000 | 110'000 | 110'000 | 114'364 | 115'464 | 98.69% | 98.69% |