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 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.58% |
17.06.2021 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.22% |
16.06.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 53.07% | 99.57% |
15.06.2021 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.29% |
14.06.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 91.25% | 91.25% |
11.06.2021 | 156.12% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'443 | 5'722 | 98.96% | 98.96% |
10.06.2021 | 119.96% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'412 | 6'706 | 99.57% | 99.57% |
09.06.2021 | 86.10% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'663 | 8'332 | 99.57% | 99.57% |
08.06.2021 | 60.60% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'599 | 10'799 | 99.33% | 99.33% |