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 | 2.98% | 0.34 | 0.35 | 600'000 | 200'000 | 600'000 | 200'000 | 198'746 | 68'249 | 99.78% | 99.78% |
17.06.2021 | 2.28% | 0.35 | 0.36 | 600'000 | 200'000 | 600'000 | 200'000 | 260'724 | 88'908 | 100.00% | 100.00% |
16.06.2021 | 2.49% | 0.36 | 0.37 | 600'000 | 200'000 | 600'000 | 200'000 | 239'478 | 81'826 | 100.00% | 100.00% |
15.06.2021 | 2.46% | 0.40 | 0.41 | 600'000 | 200'000 | 600'000 | 200'000 | 241'295 | 82'432 | 99.99% | 99.99% |
14.06.2021 | 2.58% | 0.40 | 0.41 | 600'000 | 200'000 | 600'000 | 200'000 | 230'030 | 78'677 | 89.32% | 89.32% |
11.06.2021 | 2.95% | 0.36 | 0.37 | 600'000 | 200'000 | 599'944 | 200'000 | 201'426 | 69'148 | 100.00% | 100.00% |
10.06.2021 | 3.29% | 0.29 | 0.30 | 600'000 | 200'000 | 600'000 | 200'000 | 179'487 | 61'829 | 100.00% | 100.00% |
09.06.2021 | 3.03% | 0.31 | 0.32 | 600'000 | 200'000 | 600'000 | 200'000 | 195'749 | 67'250 | 100.00% | 100.00% |
08.06.2021 | 2.48% | 0.39 | 0.40 | 600'000 | 200'000 | 599'940 | 200'000 | 238'668 | 81'564 | 100.00% | 100.00% |