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 | 1.89% | 0.52 | 0.53 | 100'000 | 100'000 | 101'569 | 101'569 | 53'190 | 54'205 | 100.00% | 100.00% |
17.06.2021 | 2.37% | 0.48 | 0.49 | 125'000 | 125'000 | 130'469 | 130'469 | 54'327 | 55'632 | 100.00% | 100.00% |
16.06.2021 | 2.28% | 0.43 | 0.44 | 125'000 | 125'000 | 125'513 | 125'520 | 54'410 | 55'668 | 100.00% | 100.00% |
15.06.2021 | 2.37% | 0.40 | 0.41 | 125'000 | 125'000 | 125'252 | 125'252 | 52'265 | 53'518 | 100.00% | 100.00% |
14.06.2021 | 2.48% | 0.40 | 0.41 | 125'000 | 125'000 | 130'078 | 130'078 | 51'807 | 53'107 | 95.17% | 95.17% |
11.06.2021 | 2.82% | 0.36 | 0.37 | 150'000 | 150'000 | 151'688 | 151'688 | 53'130 | 54'647 | 94.99% | 94.99% |
10.06.2021 | 3.66% | 0.26 | 0.27 | 200'000 | 200'000 | 198'718 | 198'718 | 53'384 | 55'371 | 100.00% | 100.00% |
09.06.2021 | 3.65% | 0.26 | 0.27 | 200'000 | 200'000 | 199'737 | 199'737 | 53'711 | 55'708 | 100.00% | 100.00% |
08.06.2021 | 3.46% | 0.27 | 0.28 | 200'000 | 200'000 | 185'914 | 185'914 | 52'865 | 54'724 | 100.00% | 100.00% |