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 | 6.44% | 0.13 | 0.14 | 400'000 | 400'000 | 549'869 | 358'445 | 51'367 | 37'355 | 84.38% | 84.38% |
17.06.2021 | 7.09% | 0.08 | 0.09 | 675'000 | 350'000 | 744'940 | 380'952 | 50'699 | 27'872 | 100.00% | 100.00% |
16.06.2021 | 40.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 3'750 | 100.00% | 100.00% |
15.06.2021 | 79.37% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'375 | 3'750 | 100.00% | 100.00% |
14.06.2021 | 31.69% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'634 | 4'659 | 100.00% | 100.00% |
11.06.2021 | 30.71% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'375 | 4'844 | 100.00% | 100.00% |
10.06.2021 | 28.48% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'069 | 5'017 | 100.00% | 100.00% |
09.06.2021 | 31.51% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'716 | 4'679 | 100.00% | 100.00% |
08.06.2021 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |