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 | 0.17% | 5.95 | 5.96 | 500'000 | 500'000 | 500'000 | 500'000 | 2'971'730 | 2'976'730 | 92.74% | 92.74% |
17.06.2021 | 0.17% | 5.97 | 5.98 | 500'000 | 500'000 | 500'000 | 500'000 | 2'978'990 | 2'983'990 | 99.11% | 99.11% |
16.06.2021 | 0.17% | 5.97 | 5.98 | 500'000 | 500'000 | 500'000 | 500'000 | 2'975'130 | 2'980'130 | 99.79% | 99.79% |
15.06.2021 | 0.16% | 6.00 | 6.01 | 500'000 | 500'000 | 500'000 | 500'000 | 3'028'580 | 3'033'580 | 97.22% | 97.22% |
14.06.2021 | 0.17% | 5.95 | 5.96 | 500'000 | 500'000 | 500'000 | 500'000 | 2'990'050 | 2'995'050 | 99.50% | 99.50% |
11.06.2021 | 0.17% | 5.90 | 5.91 | 500'000 | 500'000 | 500'000 | 500'000 | 2'891'490 | 2'896'490 | 99.74% | 99.74% |
10.06.2021 | 0.18% | 5.65 | 5.66 | 500'000 | 500'000 | 500'000 | 500'000 | 2'832'900 | 2'837'900 | 99.80% | 99.80% |
09.06.2021 | 0.18% | 5.68 | 5.69 | 500'000 | 500'000 | 500'000 | 500'000 | 2'842'000 | 2'847'000 | 99.38% | 99.38% |
08.06.2021 | 0.17% | 5.85 | 5.86 | 500'000 | 500'000 | 500'000 | 500'000 | 2'953'630 | 2'958'630 | 99.64% | 99.64% |