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 | - | 0.01 | 0.04 | 50'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2021 | 78.72% | 0.01 | 0.04 | 250'000 | 250'000 | 57'584 | 57'584 | 1'444 | 3'067 | 81.02% | 98.04% |
16.06.2021 | 42.38% | 0.03 | 0.05 | 250'000 | 250'000 | 93'071 | 93'071 | 3'343 | 5'204 | 99.34% | 99.34% |
15.06.2021 | 47.55% | 0.05 | 0.07 | 250'000 | 250'000 | 89'714 | 89'714 | 3'346 | 5'140 | 97.10% | 97.10% |
14.06.2021 | 43.64% | 0.05 | 0.07 | 250'000 | 250'000 | 90'513 | 90'513 | 3'674 | 5'484 | 97.72% | 97.72% |
11.06.2021 | 32.22% | 0.06 | 0.08 | 250'000 | 250'000 | 92'673 | 92'673 | 4'960 | 6'814 | 99.07% | 99.07% |
10.06.2021 | 17.05% | 0.08 | 0.10 | 250'000 | 250'000 | 92'194 | 92'194 | 8'876 | 10'720 | 98.77% | 98.77% |
09.06.2021 | 17.98% | 0.10 | 0.12 | 250'000 | 250'000 | 93'010 | 93'010 | 9'619 | 11'479 | 99.28% | 99.28% |
08.06.2021 | 18.43% | 0.12 | 0.14 | 250'000 | 250'000 | 92'391 | 92'391 | 9'755 | 11'602 | 98.88% | 98.88% |