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 | - | - |
26.07.2021 | 1.87% | 0.45 | 0.46 | 200'000 | 200'000 | 121'816 | 121'816 | 63'869 | 65'087 | 99.99% | 99.99% |
23.07.2021 | 1.86% | 0.46 | 0.47 | 200'000 | 200'000 | 121'811 | 121'811 | 64'786 | 66'004 | 100.00% | 100.00% |
22.07.2021 | 1.49% | 0.72 | 0.73 | 200'000 | 200'000 | 121'806 | 121'806 | 82'786 | 84'004 | 100.00% | 100.00% |
21.07.2021 | 1.24% | 0.76 | 0.77 | 200'000 | 200'000 | 121'810 | 121'810 | 96'498 | 97'716 | 100.00% | 100.00% |
20.07.2021 | 0.82% | 0.97 | 0.98 | 200'000 | 200'000 | 121'555 | 121'555 | 146'225 | 147'440 | 99.70% | 99.70% |
19.07.2021 | 0.84% | 1.50 | 1.51 | 200'000 | 200'000 | 121'662 | 121'662 | 150'444 | 151'660 | 99.83% | 99.83% |
16.07.2021 | 1.87% | 0.65 | 0.66 | 200'000 | 200'000 | 121'827 | 121'827 | 66'406 | 67'625 | 100.00% | 100.00% |
15.07.2021 | 1.43% | 0.59 | 0.60 | 200'000 | 200'000 | 121'806 | 121'806 | 83'694 | 84'912 | 100.00% | 100.00% |
14.07.2021 | 1.59% | 0.61 | 0.62 | 200'000 | 200'000 | 116'828 | 116'828 | 72'401 | 73'569 | 93.99% | 93.99% |