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 | - | - |
17.09.2021 | 0.28% | 7.02 | 7.04 | 450'000 | 100'000 | 450'000 | 100'000 | 3'162'140 | 704'699 | 100.00% | 100.00% |
16.09.2021 | 0.28% | 7.04 | 7.06 | 450'000 | 100'000 | 450'000 | 100'000 | 3'178'960 | 708'436 | 100.00% | 100.00% |
15.09.2021 | 0.30% | 6.87 | 6.89 | 450'000 | 100'000 | 450'000 | 100'000 | 3'029'360 | 675'190 | 100.00% | 100.00% |
14.09.2021 | 0.31% | 6.55 | 6.57 | 450'000 | 100'000 | 450'000 | 100'000 | 2'927'480 | 652'552 | 99.98% | 99.98% |
13.09.2021 | 0.31% | 6.26 | 6.28 | 450'000 | 100'000 | 450'000 | 100'000 | 2'869'750 | 639'721 | 100.00% | 100.00% |
10.09.2021 | 0.31% | 6.38 | 6.40 | 450'000 | 100'000 | 450'000 | 100'000 | 2'887'490 | 643'665 | 100.00% | 100.00% |
09.09.2021 | 0.31% | 6.50 | 6.52 | 450'000 | 100'000 | 450'000 | 100'000 | 2'893'810 | 645'069 | 97.94% | 97.94% |
08.09.2021 | 0.31% | 6.44 | 6.46 | 450'000 | 100'000 | 450'000 | 100'000 | 2'897'610 | 645'914 | 100.00% | 100.00% |
07.09.2021 | 0.31% | 6.56 | 6.58 | 450'000 | 100'000 | 450'000 | 100'000 | 2'919'320 | 650'737 | 100.00% | 100.00% |