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 | 3.52% | 0.80 | 0.83 | 80'000 | 80'000 | 80'000 | 80'000 | 67'002 | 69'402 | 100.00% | 100.00% |
17.06.2021 | 1.09% | 0.89 | 0.90 | 80'000 | 80'000 | 80'000 | 80'000 | 72'880 | 73'680 | 100.00% | 100.00% |
16.06.2021 | 1.07% | 0.97 | 0.98 | 80'000 | 80'000 | 80'000 | 80'000 | 74'443 | 75'243 | 99.98% | 99.98% |
15.06.2021 | 1.01% | 0.98 | 0.99 | 80'000 | 80'000 | 80'000 | 80'000 | 78'875 | 79'675 | 98.69% | 98.69% |
14.06.2021 | 0.98% | 1.02 | 1.03 | 80'000 | 80'000 | 80'000 | 80'000 | 81'202 | 82'002 | 100.00% | 100.00% |
11.06.2021 | 1.02% | 0.97 | 0.98 | 80'000 | 80'000 | 80'000 | 80'000 | 77'930 | 78'730 | 99.97% | 99.97% |
10.06.2021 | 1.07% | 0.96 | 0.97 | 80'000 | 80'000 | 80'000 | 80'000 | 74'395 | 75'195 | 99.94% | 99.94% |
09.06.2021 | 1.00% | 0.99 | 1.00 | 80'000 | 80'000 | 80'000 | 80'000 | 79'965 | 80'765 | 99.90% | 99.90% |
08.06.2021 | 0.95% | 1.02 | 1.03 | 80'000 | 80'000 | 80'000 | 80'000 | 83'785 | 84'585 | 100.00% | 100.00% |