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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 1.08% | 100.00% |
17.06.2021 | 106.21% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'310 | 20'026 | 85.62% | 99.27% |
16.06.2021 | 64.09% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'027 | 22'486 | 99.79% | 99.79% |
15.06.2021 | 44.93% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'598 | 27'598 | 97.22% | 97.22% |
14.06.2021 | 35.73% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'329 | 33'329 | 99.50% | 99.50% |
11.06.2021 | 28.21% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'484 | 41'484 | 99.20% | 99.20% |
10.06.2021 | 12.84% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'534 | 84'534 | 99.57% | 99.57% |
09.06.2021 | 11.15% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'322 | 95'322 | 98.80% | 98.80% |
08.06.2021 | 12.05% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 78'313 | 88'313 | 99.65% | 99.65% |