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 | - | - |
27.07.2021 | 14.10% | 0.11 | 0.14 | 150'000 | 150'000 | 64'382 | 64'382 | 10'002 | 11'112 | 95.21% | 95.21% |
26.07.2021 | 3.83% | 0.31 | 0.32 | 150'000 | 150'000 | 65'362 | 65'362 | 24'911 | 25'718 | 93.23% | 93.23% |
23.07.2021 | 2.58% | 0.50 | 0.51 | 150'000 | 150'000 | 63'858 | 63'858 | 35'299 | 36'097 | 97.57% | 97.57% |
22.07.2021 | 2.27% | 0.69 | 0.70 | 150'000 | 150'000 | 63'461 | 63'461 | 43'130 | 43'924 | 99.33% | 99.33% |
21.07.2021 | 2.53% | 0.63 | 0.64 | 150'000 | 150'000 | 63'614 | 63'614 | 38'419 | 39'215 | 98.60% | 98.60% |
20.07.2021 | 2.54% | 0.62 | 0.63 | 150'000 | 150'000 | 63'765 | 63'765 | 37'939 | 38'735 | 98.42% | 98.42% |
19.07.2021 | 2.69% | 0.56 | 0.57 | 150'000 | 150'000 | 62'442 | 62'442 | 33'814 | 34'599 | 95.53% | 95.53% |
16.07.2021 | 2.15% | 0.66 | 0.67 | 150'000 | 150'000 | 63'593 | 63'593 | 43'660 | 44'456 | 98.92% | 98.92% |
15.07.2021 | 2.10% | 0.70 | 0.71 | 150'000 | 150'000 | 63'493 | 63'493 | 45'078 | 45'874 | 98.85% | 98.85% |