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 | 3.72% | 0.28 | 0.29 | 200'000 | 200'000 | 199'777 | 199'777 | 52'715 | 54'713 | 35.74% | 35.74% |
17.06.2021 | 3.93% | 0.31 | 0.32 | 175'000 | 175'000 | 209'310 | 209'306 | 52'196 | 54'288 | 100.00% | 100.00% |
16.06.2021 | 3.22% | 0.29 | 0.30 | 175'000 | 175'000 | 175'208 | 175'208 | 53'611 | 55'363 | 100.00% | 100.00% |
15.06.2021 | 2.71% | 0.30 | 0.31 | 175'000 | 175'000 | 152'135 | 152'135 | 55'334 | 56'855 | 100.00% | 100.00% |
14.06.2021 | 3.45% | 0.30 | 0.31 | 175'000 | 175'000 | 186'128 | 186'128 | 53'056 | 54'918 | 100.00% | 100.00% |
11.06.2021 | 2.93% | 0.31 | 0.32 | 150'000 | 150'000 | 158'917 | 158'917 | 53'447 | 55'036 | 100.00% | 100.00% |
10.06.2021 | 1.81% | 0.50 | 0.51 | 100'000 | 100'000 | 100'188 | 100'197 | 55'100 | 56'106 | 99.63% | 99.63% |
09.06.2021 | 1.50% | 0.75 | 0.76 | 75'000 | 75'000 | 87'170 | 87'181 | 57'504 | 58'384 | 92.04% | 92.04% |
08.06.2021 | 1.75% | 0.59 | 0.60 | 100'000 | 100'000 | 100'000 | 99'958 | 56'918 | 57'891 | 99.95% | 99.95% |