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 | 1.85% | 0.52 | 0.53 | 80'000 | 80'000 | 80'000 | 80'000 | 42'894 | 43'694 | 100.00% | 100.00% |
17.06.2021 | 1.48% | 0.64 | 0.65 | 80'000 | 80'000 | 80'000 | 80'000 | 53'532 | 54'332 | 99.63% | 99.63% |
16.06.2021 | 1.68% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 47'285 | 48'085 | 100.00% | 100.00% |
15.06.2021 | 1.66% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 47'875 | 48'675 | 99.81% | 99.81% |
14.06.2021 | 1.81% | 0.56 | 0.57 | 80'000 | 80'000 | 80'000 | 80'000 | 43'795 | 44'595 | 100.00% | 100.00% |
11.06.2021 | 1.90% | 0.54 | 0.55 | 80'000 | 80'000 | 80'000 | 80'000 | 41'831 | 42'631 | 100.00% | 100.00% |
10.06.2021 | 1.83% | 0.52 | 0.53 | 80'000 | 80'000 | 80'000 | 80'000 | 43'338 | 44'138 | 100.00% | 100.00% |
09.06.2021 | 1.74% | 0.55 | 0.56 | 80'000 | 80'000 | 80'000 | 80'000 | 45'559 | 46'359 | 99.92% | 99.92% |
08.06.2021 | 1.53% | 0.64 | 0.65 | 80'000 | 80'000 | 80'000 | 80'000 | 52'081 | 52'881 | 100.00% | 100.00% |