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 | 2.24% | 0.46 | 0.47 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 441'746 | 90'349 | 100.00% | 100.00% |
17.06.2021 | 2.75% | 0.41 | 0.42 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 360'423 | 74'085 | 100.00% | 100.00% |
16.06.2021 | 3.04% | 0.34 | 0.35 | 1'000'000 | 200'000 | 999'684 | 200'000 | 324'713 | 66'962 | 100.00% | 100.00% |
15.06.2021 | 3.35% | 0.29 | 0.30 | 1'000'000 | 200'000 | 999'955 | 200'000 | 293'760 | 60'755 | 100.00% | 100.00% |
14.06.2021 | 3.96% | 0.26 | 0.27 | 1'000'000 | 400'000 | 999'953 | 400'000 | 247'580 | 103'037 | 95.22% | 95.22% |
11.06.2021 | 3.95% | 0.23 | 0.24 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 248'561 | 103'424 | 100.00% | 100.00% |
10.06.2021 | 4.65% | 0.24 | 0.25 | 1'000'000 | 400'000 | 1'000'000 | 421'756 | 210'808 | 92'883 | 96.78% | 96.78% |
09.06.2021 | 9.13% | 0.16 | 0.17 | 1'000'000 | 500'000 | 999'958 | 559'412 | 110'613 | 65'574 | 100.00% | 100.00% |
08.06.2021 | 11.21% | 0.07 | 0.08 | 1'000'000 | 750'000 | 1'000'000 | 670'802 | 85'009 | 62'933 | 100.00% | 100.00% |