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 | - | - | 0.04 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2021 | - | - | 0.04 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 98.04% |
16.06.2021 | 130.09% | 0.01 | 0.04 | 250'000 | 250'000 | 81'049 | 81'049 | 643 | 3'566 | 92.25% | 99.32% |
15.06.2021 | 63.67% | 0.01 | 0.04 | 250'000 | 250'000 | 89'715 | 89'715 | 1'788 | 4'163 | 97.10% | 97.10% |
14.06.2021 | 81.02% | 0.02 | 0.04 | 250'000 | 250'000 | 90'515 | 90'515 | 1'536 | 3'987 | 97.72% | 97.72% |
11.06.2021 | 57.73% | 0.02 | 0.04 | 250'000 | 250'000 | 92'666 | 92'666 | 2'216 | 4'279 | 99.08% | 99.08% |
10.06.2021 | 48.10% | 0.02 | 0.04 | 250'000 | 250'000 | 91'792 | 91'792 | 3'201 | 5'159 | 98.52% | 98.52% |
09.06.2021 | 39.57% | 0.04 | 0.06 | 250'000 | 250'000 | 92'474 | 92'474 | 3'693 | 5'543 | 98.94% | 98.94% |
08.06.2021 | 44.51% | 0.03 | 0.05 | 250'000 | 250'000 | 92'214 | 92'214 | 3'255 | 5'102 | 98.77% | 98.77% |