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 | 1.15% | 0.86 | 0.87 | 600'000 | 100'000 | 600'000 | 100'000 | 519'030 | 87'505 | 100.00% | 100.00% |
17.06.2021 | 1.25% | 0.83 | 0.84 | 600'000 | 100'000 | 600'000 | 100'000 | 475'861 | 80'310 | 100.00% | 100.00% |
16.06.2021 | 1.24% | 0.80 | 0.81 | 600'000 | 100'000 | 600'000 | 100'000 | 482'208 | 81'368 | 100.00% | 100.00% |
15.06.2021 | 1.26% | 0.78 | 0.79 | 600'000 | 100'000 | 600'000 | 100'000 | 474'336 | 80'056 | 100.00% | 100.00% |
14.06.2021 | 1.28% | 0.78 | 0.79 | 600'000 | 150'000 | 600'000 | 150'000 | 465'869 | 117'967 | 95.22% | 95.22% |
11.06.2021 | 1.34% | 0.74 | 0.75 | 600'000 | 150'000 | 600'000 | 150'000 | 444'503 | 112'626 | 100.00% | 100.00% |
10.06.2021 | 1.46% | 0.68 | 0.69 | 600'000 | 150'000 | 600'000 | 150'000 | 408'175 | 103'544 | 96.79% | 96.79% |
09.06.2021 | 1.46% | 0.67 | 0.68 | 600'000 | 150'000 | 600'000 | 150'000 | 407'713 | 103'428 | 100.00% | 100.00% |
08.06.2021 | 1.44% | 0.67 | 0.68 | 600'000 | 150'000 | 600'000 | 150'000 | 413'484 | 104'871 | 100.00% | 100.00% |