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 | 1.45% | 1.29 | 1.31 | 600'000 | 100'000 | 600'000 | 100'000 | 822'432 | 139'072 | 100.00% | 100.00% |
17.06.2021 | 1.57% | 1.34 | 1.36 | 600'000 | 100'000 | 600'000 | 100'000 | 758'196 | 128'366 | 100.00% | 100.00% |
16.06.2021 | 1.72% | 1.40 | 1.42 | 600'000 | 100'000 | 600'000 | 100'000 | 698'112 | 118'352 | 100.00% | 100.00% |
15.06.2021 | 1.72% | 1.13 | 1.15 | 600'000 | 100'000 | 600'000 | 100'000 | 694'646 | 117'774 | 100.00% | 100.00% |
14.06.2021 | 1.02% | 1.00 | 1.01 | 600'000 | 200'000 | 600'000 | 200'000 | 587'370 | 197'790 | 95.22% | 95.22% |
11.06.2021 | 1.16% | 0.86 | 0.87 | 600'000 | 200'000 | 600'000 | 200'000 | 515'840 | 173'946 | 100.00% | 100.00% |
10.06.2021 | 1.12% | 0.91 | 0.92 | 600'000 | 200'000 | 600'000 | 200'000 | 533'848 | 179'949 | 96.78% | 96.78% |
09.06.2021 | 1.20% | 0.94 | 0.95 | 600'000 | 200'000 | 600'000 | 200'000 | 498'006 | 168'002 | 100.00% | 100.00% |
08.06.2021 | 1.28% | 0.80 | 0.81 | 600'000 | 200'000 | 600'000 | 200'000 | 467'129 | 157'710 | 100.00% | 100.00% |