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 | 129.97% | 0.02 | 0.03 | 908'261 | 250'000 | 994'612 | 250'000 | 5'248 | 4'141 | 100.00% | 100.00% |
17.06.2021 | 152.35% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'270 | 250'000 | 3'343 | 3'994 | 97.04% | 97.05% |
16.06.2021 | 53.27% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'834 | 249'945 | 15'941 | 5'683 | 100.00% | 100.00% |
15.06.2021 | 121.62% | 0.02 | 0.02 | 1'000'000 | 250'000 | 998'108 | 250'000 | 6'107 | 4'211 | 100.00% | 100.00% |
14.06.2021 | 61.93% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'888 | 249'952 | 12'059 | 4'782 | 100.00% | 100.00% |
11.06.2021 | 19.63% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'584 | 249'633 | 23'458 | 7'109 | 100.00% | 100.00% |
10.06.2021 | 16.25% | 0.03 | 0.03 | 1'000'000 | 250'000 | 998'350 | 249'745 | 29'039 | 8'516 | 100.00% | 100.00% |
09.06.2021 | 59.43% | 0.03 | 0.04 | 1'000'000 | 250'000 | 880'262 | 250'000 | 12'913 | 5'149 | 94.58% | 100.00% |
08.06.2021 | 122.80% | 0.00 | 0.02 | 100'000 | 250'000 | 206'529 | 250'000 | 471 | 3'750 | 100.00% | 100.00% |