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 | - | 0.20 | - | 600'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2021 | 20.48% | 0.16 | 0.17 | 600'000 | 200'000 | 340'522 | 287'919 | 20'039 | 16'590 | 91.54% | 99.18% |
16.06.2021 | 18.51% | 0.06 | 0.07 | 250'000 | 250'000 | 292'285 | 292'285 | 14'498 | 17'421 | 99.44% | 99.44% |
15.06.2021 | 12.31% | 0.07 | 0.08 | 250'000 | 250'000 | 250'770 | 250'770 | 19'234 | 21'741 | 99.43% | 99.43% |
14.06.2021 | 13.37% | 0.07 | 0.08 | 300'000 | 300'000 | 264'849 | 264'849 | 18'565 | 21'214 | 90.33% | 90.33% |
11.06.2021 | 19.98% | 0.06 | 0.07 | 400'000 | 400'000 | 390'350 | 390'350 | 17'934 | 21'838 | 98.87% | 98.87% |
10.06.2021 | 22.12% | 0.04 | 0.05 | 500'000 | 500'000 | 473'577 | 473'577 | 19'137 | 23'873 | 99.44% | 99.44% |
09.06.2021 | 17.73% | 0.04 | 0.05 | 400'000 | 400'000 | 409'106 | 409'106 | 21'191 | 25'282 | 99.43% | 99.43% |
08.06.2021 | 14.45% | 0.05 | 0.06 | 400'000 | 400'000 | 399'976 | 399'774 | 25'960 | 29'948 | 99.43% | 99.43% |