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 | 0.15% | 6.63 | 6.64 | 110'000 | 110'000 | 110'000 | 110'000 | 728'850 | 729'950 | 100.00% | 100.00% |
17.06.2021 | 0.16% | 6.48 | 6.49 | 210'000 | 210'000 | 131'055 | 131'055 | 811'795 | 813'106 | 98.53% | 98.53% |
16.06.2021 | 0.16% | 6.25 | 6.26 | 210'000 | 210'000 | 130'845 | 130'845 | 816'641 | 817'949 | 98.45% | 98.45% |
15.06.2021 | 0.16% | 6.27 | 6.28 | 210'000 | 210'000 | 129'857 | 129'857 | 825'964 | 827'262 | 97.10% | 97.10% |
14.06.2021 | 0.16% | 6.20 | 6.21 | 210'000 | 210'000 | 130'372 | 130'372 | 806'308 | 807'612 | 97.17% | 97.17% |
11.06.2021 | 0.16% | 6.08 | 6.09 | 210'000 | 210'000 | 130'929 | 130'929 | 795'359 | 796'668 | 98.55% | 98.55% |
10.06.2021 | 0.17% | 5.91 | 5.92 | 210'000 | 210'000 | 130'676 | 130'676 | 760'157 | 761'464 | 98.24% | 98.24% |
09.06.2021 | 0.17% | 5.85 | 5.86 | 210'000 | 210'000 | 130'393 | 130'393 | 761'923 | 763'226 | 97.89% | 97.89% |
08.06.2021 | 0.17% | 5.75 | 5.76 | 210'000 | 210'000 | 129'104 | 129'104 | 753'818 | 755'109 | 96.33% | 96.33% |