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 | 4.35% | 0.44 | 0.46 | 120'000 | 100'000 | 117'677 | 100'000 | 52'939 | 47'008 | 100.00% | 100.00% |
17.06.2021 | 4.20% | 0.46 | 0.48 | 110'000 | 100'000 | 111'208 | 100'000 | 51'793 | 48'590 | 100.00% | 100.00% |
16.06.2021 | 4.15% | 0.48 | 0.50 | 110'000 | 100'000 | 110'000 | 100'000 | 51'891 | 49'174 | 98.73% | 98.73% |
15.06.2021 | 4.04% | 0.48 | 0.50 | 110'000 | 100'000 | 109'999 | 100'000 | 53'321 | 50'474 | 98.60% | 98.60% |
14.06.2021 | 4.00% | 0.49 | 0.51 | 110'000 | 100'000 | 109'572 | 100'000 | 53'733 | 51'043 | 89.36% | 89.36% |
11.06.2021 | 4.07% | 0.48 | 0.50 | 110'000 | 100'000 | 110'000 | 100'000 | 52'963 | 50'148 | 100.00% | 100.00% |
10.06.2021 | 4.16% | 0.48 | 0.50 | 110'000 | 100'000 | 110'000 | 100'000 | 51'855 | 49'141 | 99.07% | 99.07% |
09.06.2021 | 4.01% | 0.49 | 0.51 | 110'000 | 100'000 | 108'834 | 100'000 | 53'230 | 50'921 | 100.00% | 100.00% |
08.06.2021 | 3.92% | 0.49 | 0.51 | 110'000 | 100'000 | 100'409 | 100'000 | 50'252 | 52'052 | 100.00% | 100.00% |