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 | 0.43% | 4.66 | 4.68 | 450'000 | 100'000 | 450'000 | 100'000 | 2'095'500 | 467'666 | 100.00% | 100.00% |
17.06.2021 | 0.44% | 4.60 | 4.62 | 450'000 | 100'000 | 450'000 | 100'000 | 2'060'610 | 459'914 | 100.00% | 100.00% |
16.06.2021 | 0.41% | 4.82 | 4.84 | 450'000 | 100'000 | 450'000 | 100'000 | 2'175'100 | 485'355 | 99.21% | 99.21% |
15.06.2021 | 0.41% | 4.82 | 4.84 | 450'000 | 100'000 | 450'000 | 100'000 | 2'198'370 | 490'527 | 99.97% | 99.97% |
14.06.2021 | 0.42% | 4.80 | 4.82 | 450'000 | 100'000 | 450'000 | 100'000 | 2'142'040 | 478'010 | 100.00% | 100.00% |
11.06.2021 | 0.41% | 4.83 | 4.85 | 450'000 | 100'000 | 450'000 | 100'000 | 2'167'290 | 483'619 | 99.94% | 99.94% |
10.06.2021 | 0.42% | 4.76 | 4.78 | 450'000 | 100'000 | 450'000 | 100'000 | 2'136'980 | 476'884 | 100.00% | 100.00% |
09.06.2021 | 0.42% | 4.77 | 4.79 | 450'000 | 100'000 | 450'000 | 100'000 | 2'138'430 | 477'206 | 100.00% | 100.00% |
08.06.2021 | 0.42% | 4.67 | 4.69 | 450'000 | 100'000 | 450'000 | 100'000 | 2'117'930 | 472'650 | 99.91% | 99.91% |