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 | 48.48% | 0.01 | 0.02 | 750'000 | 100'000 | 720'345 | 100'000 | 12'126 | 2'755 | 68.28% | 99.86% |
17.06.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 10'000 | 2'000 | 3.42% | 100.00% |
16.06.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 100'000 | 999'967 | 100'000 | 10'000 | 2'000 | 89.23% | 100.00% |
15.06.2021 | 63.92% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 11'028 | 2'103 | 100.00% | 100.00% |
14.06.2021 | 66.42% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'959 | 250'000 | 10'091 | 5'023 | 78.73% | 95.23% |
11.06.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 95.73% | 100.00% |
10.06.2021 | 66.67% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 16.65% | 96.79% |
09.06.2021 | 66.67% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 26.72% | 100.00% |
08.06.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 97.45% | 100.00% |