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 | 3.95% | 0.26 | 0.27 | 200'000 | 200'000 | 212'103 | 212'103 | 52'599 | 54'720 | 100.00% | 100.00% |
17.06.2021 | 4.46% | 0.22 | 0.23 | 200'000 | 200'000 | 237'359 | 237'658 | 51'966 | 54'410 | 100.00% | 100.00% |
16.06.2021 | 7.34% | 0.15 | 0.16 | 350'000 | 350'000 | 396'126 | 396'145 | 52'095 | 56'059 | 100.00% | 100.00% |
15.06.2021 | 6.02% | 0.12 | 0.13 | 425'000 | 425'000 | 319'494 | 319'515 | 51'443 | 54'653 | 100.00% | 100.00% |
14.06.2021 | 5.77% | 0.13 | 0.14 | 375'000 | 375'000 | 308'268 | 308'268 | 51'903 | 54'986 | 100.00% | 100.00% |
11.06.2021 | 5.18% | 0.20 | 0.21 | 250'000 | 250'000 | 276'368 | 276'368 | 51'898 | 54'661 | 100.00% | 100.00% |
10.06.2021 | 5.90% | 0.18 | 0.19 | 300'000 | 300'000 | 315'127 | 315'005 | 51'806 | 54'934 | 100.00% | 100.00% |
09.06.2021 | 7.03% | 0.16 | 0.17 | 350'000 | 350'000 | 542'429 | 409'558 | 51'916 | 45'066 | 100.00% | 100.00% |
08.06.2021 | 15.28% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'511 | 8'878 | 100.00% | 100.00% |