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 | - | - |
18.06.2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.06.2021 | - | 0.39 | - | 130'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 3.23% |
16.06.2021 | 4.62% | 0.42 | 0.45 | 120'000 | 50'000 | 120'677 | 50'000 | 51'088 | 22'171 | 92.47% | 96.28% |
15.06.2021 | 4.54% | 0.43 | 0.45 | 120'000 | 50'000 | 120'000 | 50'000 | 51'687 | 22'536 | 100.00% | 100.00% |
14.06.2021 | 4.56% | 0.42 | 0.44 | 120'000 | 50'000 | 119'241 | 50'000 | 51'139 | 22'454 | 89.56% | 89.56% |
11.06.2021 | 4.27% | 0.46 | 0.48 | 110'000 | 50'000 | 111'988 | 50'000 | 51'350 | 23'934 | 99.90% | 99.90% |
10.06.2021 | 4.16% | 0.45 | 0.47 | 120'000 | 50'000 | 111'147 | 50'000 | 52'287 | 24'532 | 98.58% | 98.58% |
09.06.2021 | 3.81% | 0.50 | 0.52 | 100'000 | 50'000 | 100'000 | 50'000 | 51'520 | 26'760 | 100.00% | 100.00% |
08.06.2021 | 3.76% | 0.53 | 0.55 | 100'000 | 50'000 | 100'000 | 50'000 | 52'173 | 27'086 | 99.89% | 99.89% |