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 | 0.96% | 1.05 | 1.06 | 600'000 | 150'000 | 600'000 | 150'000 | 622'852 | 157'213 | 99.98% | 99.98% |
17.06.2021 | 1.04% | 1.00 | 1.01 | 600'000 | 150'000 | 600'000 | 150'000 | 575'563 | 145'391 | 100.00% | 100.00% |
16.06.2021 | 1.04% | 1.02 | 1.03 | 600'000 | 150'000 | 599'994 | 150'000 | 573'827 | 144'958 | 100.00% | 100.00% |
15.06.2021 | 0.99% | 0.99 | 1.00 | 600'000 | 150'000 | 600'000 | 150'000 | 606'139 | 153'035 | 100.00% | 100.00% |
14.06.2021 | 1.22% | 0.81 | 0.82 | 600'000 | 150'000 | 600'000 | 150'000 | 491'293 | 124'323 | 79.71% | 79.71% |
11.06.2021 | 1.87% | 0.56 | 0.57 | 600'000 | 150'000 | 600'000 | 150'000 | 321'736 | 81'934 | 99.95% | 99.95% |
10.06.2021 | 2.16% | 0.46 | 0.47 | 600'000 | 150'000 | 600'000 | 150'000 | 275'305 | 70'326 | 100.00% | 100.00% |
09.06.2021 | 1.94% | 0.50 | 0.51 | 600'000 | 150'000 | 600'000 | 150'000 | 306'265 | 78'066 | 100.00% | 100.00% |
08.06.2021 | 1.74% | 0.53 | 0.54 | 600'000 | 150'000 | 600'000 | 150'000 | 341'702 | 86'926 | 99.98% | 99.98% |