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 | - | - |
17.09.2021 | 9.37% | 0.65 | 0.72 | 110'000 | 110'000 | 110'000 | 110'000 | 78'390 | 86'090 | 96.57% | 96.57% |
16.09.2021 | 3.37% | 0.58 | 0.62 | 210'000 | 210'000 | 129'784 | 129'784 | 92'749 | 96'214 | 97.15% | 97.15% |
15.09.2021 | 3.24% | 0.63 | 0.65 | 250'000 | 250'000 | 151'676 | 151'676 | 92'492 | 95'526 | 94.98% | 94.98% |
14.09.2021 | 2.39% | 0.69 | 0.71 | 230'000 | 230'000 | 140'497 | 140'497 | 115'099 | 117'909 | 94.69% | 94.69% |
13.09.2021 | 2.47% | 0.80 | 0.82 | 270'000 | 270'000 | 164'698 | 164'698 | 132'680 | 135'974 | 96.20% | 96.20% |
10.09.2021 | 2.07% | 0.75 | 0.77 | 240'000 | 240'000 | 142'370 | 142'370 | 133'829 | 136'676 | 95.78% | 95.78% |
09.09.2021 | 2.09% | 1.06 | 1.08 | 240'000 | 240'000 | 144'879 | 144'879 | 140'412 | 143'310 | 97.04% | 97.04% |
08.09.2021 | 1.99% | 1.01 | 1.03 | 230'000 | 230'000 | 142'339 | 142'339 | 142'468 | 145'315 | 97.66% | 97.66% |
07.09.2021 | 4.62% | 1.04 | 1.06 | 220'000 | 220'000 | 132'690 | 132'690 | 160'359 | 167'378 | 97.86% | 97.86% |