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 | 24.85% | 0.04 | 0.05 | 120'000 | 120'000 | 120'000 | 120'000 | 4'233 | 5'433 | 100.00% | 100.00% |
17.06.2021 | 58.88% | 0.03 | 0.04 | 950'000 | 950'000 | 483'679 | 483'679 | 8'506 | 13'343 | 99.38% | 99.38% |
16.06.2021 | 45.83% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 510'227 | 510'227 | 9'659 | 14'761 | 99.20% | 99.20% |
15.06.2021 | 35.36% | 0.02 | 0.03 | 880'000 | 880'000 | 450'166 | 450'166 | 9'900 | 14'401 | 98.93% | 98.93% |
14.06.2021 | 95.28% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 508'758 | 508'758 | 4'780 | 11'056 | 99.06% | 99.06% |
11.06.2021 | 112.03% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 509'012 | 509'012 | 2'932 | 10'180 | 99.11% | 99.11% |
10.06.2021 | 67.34% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 509'338 | 509'338 | 5'251 | 10'530 | 99.24% | 99.24% |
09.06.2021 | 52.44% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 509'400 | 509'400 | 6'961 | 12'055 | 99.30% | 99.30% |
08.06.2021 | 51.91% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 509'833 | 509'833 | 7'705 | 12'803 | 99.23% | 99.23% |