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 | - | - |
17.06.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 997'448 | 250'000 | 997 | 2'500 | 85.07% | 85.07% |
16.06.2021 | 162.89% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'047 | 2'515 | 100.00% | 100.00% |
15.06.2021 | 119.22% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'260 | 250'000 | 3'780 | 3'588 | 100.00% | 100.00% |
14.06.2021 | 93.68% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'350 | 249'990 | 5'945 | 3'987 | 100.00% | 100.00% |
11.06.2021 | 64.46% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'040 | 249'999 | 10'651 | 5'166 | 99.14% | 99.14% |
10.06.2021 | 31.87% | 0.02 | 0.03 | 1'000'000 | 250'000 | 998'952 | 248'580 | 27'036 | 9'216 | 100.00% | 100.00% |
09.06.2021 | 21.23% | 0.03 | 0.04 | 1'000'000 | 250'000 | 968'905 | 314'078 | 42'157 | 17'652 | 94.73% | 94.94% |
08.06.2021 | 15.12% | 0.07 | 0.08 | 775'000 | 400'000 | 815'035 | 411'369 | 49'930 | 29'337 | 95.04% | 95.04% |
07.06.2021 | 8.14% | 0.09 | 0.10 | 425'000 | 425'000 | 442'601 | 425'993 | 52'195 | 54'565 | 90.30% | 90.30% |