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 | 66.67% | 0.01 | 0.02 | 150'000 | 50'000 | 51'157 | 50'000 | 512 | 1'000 | 0.00% | 39.19% |
17.06.2021 | - | 0.01 | 0.01 | 150'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 87.52% |
16.06.2021 | 65.07% | 0.02 | 0.03 | 150'000 | 50'000 | 150'000 | 50'000 | 1'590 | 1'030 | 74.81% | 77.51% |
15.06.2021 | 62.54% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'732 | 1'077 | 98.76% | 98.76% |
14.06.2021 | 65.34% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'575 | 1'025 | 42.88% | 80.83% |
11.06.2021 | 56.60% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 2'066 | 1'189 | 94.67% | 95.94% |
10.06.2021 | 55.84% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 2'109 | 1'203 | 99.13% | 99.13% |
09.06.2021 | 65.28% | 0.01 | 0.03 | 150'000 | 25'000 | 149'759 | 49'940 | 1'580 | 1'027 | 86.41% | 99.26% |
08.06.2021 | 36.20% | 0.02 | 0.03 | 150'000 | 50'000 | 150'000 | 50'000 | 3'499 | 1'666 | 86.95% | 99.51% |