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 | - | - |
27.07.2021 | 3.37% | 0.04 | 0.05 | 150'000 | 150'000 | 149'985 | 150'000 | 45'840 | 47'345 | 91.77% | 91.77% |
26.07.2021 | 2.52% | 0.35 | 0.36 | 150'000 | 150'000 | 149'990 | 149'987 | 59'006 | 60'505 | 100.00% | 100.00% |
23.07.2021 | 2.82% | 0.31 | 0.32 | 150'000 | 150'000 | 149'977 | 149'909 | 53'239 | 54'713 | 100.00% | 100.00% |
22.07.2021 | 3.18% | 0.37 | 0.38 | 150'000 | 150'000 | 149'965 | 149'977 | 46'664 | 48'168 | 98.78% | 98.78% |
21.07.2021 | 3.16% | 0.34 | 0.35 | 150'000 | 150'000 | 149'996 | 149'993 | 47'081 | 48'580 | 99.83% | 99.83% |
20.07.2021 | 3.15% | 0.23 | 0.24 | 150'000 | 150'000 | 150'000 | 149'999 | 47'448 | 48'948 | 100.00% | 100.00% |
19.07.2021 | 2.49% | 0.35 | 0.36 | 150'000 | 150'000 | 150'000 | 149'985 | 59'991 | 61'485 | 99.31% | 99.31% |
16.07.2021 | 1.37% | 0.60 | 0.61 | 150'000 | 150'000 | 149'990 | 149'996 | 109'107 | 110'611 | 99.85% | 99.85% |
15.07.2021 | 1.23% | 0.80 | 0.81 | 150'000 | 150'000 | 149'982 | 149'935 | 120'837 | 122'297 | 100.00% | 100.00% |