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 | 13.34% | 0.07 | 0.07 | 600'000 | 200'000 | 600'000 | 200'000 | 41'975 | 15'992 | 17.71% | 100.00% |
17.06.2021 | 16.33% | 0.06 | 0.07 | 750'000 | 250'000 | 728'475 | 242'825 | 41'565 | 16'283 | 99.43% | 99.43% |
16.06.2021 | 9.57% | 0.09 | 0.10 | 600'000 | 200'000 | 604'396 | 201'465 | 60'191 | 22'078 | 99.44% | 99.44% |
15.06.2021 | 8.84% | 0.09 | 0.10 | 750'000 | 250'000 | 604'210 | 201'403 | 65'370 | 23'804 | 99.45% | 99.45% |
14.06.2021 | 10.12% | 0.08 | 0.09 | 750'000 | 250'000 | 650'603 | 216'868 | 61'070 | 22'525 | 90.35% | 90.35% |
11.06.2021 | 11.85% | 0.08 | 0.09 | 750'000 | 250'000 | 754'535 | 251'512 | 59'899 | 22'481 | 98.94% | 98.94% |
10.06.2021 | 13.01% | 0.07 | 0.08 | 750'000 | 250'000 | 865'116 | 288'372 | 62'440 | 23'697 | 99.44% | 99.44% |
09.06.2021 | 12.05% | 0.08 | 0.09 | 750'000 | 250'000 | 878'112 | 292'704 | 68'617 | 25'799 | 99.44% | 99.44% |
08.06.2021 | 12.19% | 0.07 | 0.08 | 900'000 | 300'000 | 869'326 | 289'775 | 67'260 | 25'318 | 99.12% | 99.12% |