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 | 0.08% | 12.15 | 12.16 | 110'000 | 110'000 | 110'000 | 110'000 | 1'335'020 | 1'336'120 | 100.00% | 100.00% |
17.06.2021 | 0.09% | 11.98 | 11.99 | 200'000 | 200'000 | 120'954 | 120'954 | 1'413'420 | 1'414'620 | 98.41% | 98.41% |
16.06.2021 | 0.09% | 11.65 | 11.66 | 210'000 | 210'000 | 130'854 | 130'854 | 1'522'580 | 1'523'890 | 98.47% | 98.47% |
15.06.2021 | 0.08% | 11.66 | 11.67 | 210'000 | 210'000 | 129'851 | 129'851 | 1'526'100 | 1'527'400 | 97.10% | 97.10% |
14.06.2021 | 0.09% | 11.59 | 11.60 | 210'000 | 210'000 | 130'286 | 130'286 | 1'508'430 | 1'509'730 | 97.07% | 97.07% |
11.06.2021 | 0.09% | 11.47 | 11.48 | 210'000 | 210'000 | 130'928 | 130'928 | 1'499'950 | 1'501'260 | 98.55% | 98.55% |
10.06.2021 | 0.09% | 11.28 | 11.29 | 210'000 | 210'000 | 130'676 | 130'676 | 1'462'410 | 1'463'710 | 98.24% | 98.24% |
09.06.2021 | 0.09% | 11.23 | 11.24 | 210'000 | 210'000 | 130'389 | 130'389 | 1'462'100 | 1'463'410 | 97.88% | 97.88% |
08.06.2021 | 0.09% | 11.13 | 11.14 | 210'000 | 210'000 | 129'103 | 129'103 | 1'448'120 | 1'449'410 | 96.33% | 96.33% |