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 | 4.35% | 0.45 | 0.47 | 120'000 | 50'000 | 116'717 | 50'000 | 52'442 | 23'480 | 84.56% | 84.56% |
17.06.2021 | 4.43% | 0.47 | 0.49 | 110'000 | 50'000 | 117'537 | 50'000 | 51'924 | 23'113 | 61.80% | 61.80% |
16.06.2021 | 4.15% | 0.48 | 0.50 | 110'000 | 50'000 | 109'424 | 50'000 | 51'651 | 24'629 | 53.79% | 53.79% |
15.06.2021 | 3.90% | 0.48 | 0.50 | 110'000 | 50'000 | 101'822 | 50'000 | 51'252 | 26'185 | 78.87% | 78.87% |
14.06.2021 | 4.28% | 0.48 | 0.50 | 110'000 | 50'000 | 114'462 | 50'000 | 52'274 | 23'852 | 87.51% | 87.51% |
11.06.2021 | 4.83% | 0.42 | 0.44 | 120'000 | 50'000 | 127'233 | 50'000 | 51'396 | 21'253 | 42.91% | 42.91% |
10.06.2021 | 5.54% | 0.37 | 0.39 | 140'000 | 50'000 | 145'800 | 50'000 | 51'191 | 18'570 | 84.29% | 84.29% |
09.06.2021 | 5.47% | 0.37 | 0.39 | 140'000 | 50'000 | 144'809 | 50'000 | 51'504 | 18'800 | 99.90% | 99.90% |
08.06.2021 | 5.04% | 0.41 | 0.43 | 130'000 | 50'000 | 133'390 | 50'000 | 51'600 | 20'438 | 79.44% | 79.44% |