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 | 100.00% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'000 | 7'500 | 100.00% | 100.00% |
17.06.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 99.38% | 99.38% |
16.06.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 99.36% | 99.36% |
15.06.2021 | 141.90% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'146 | 6'073 | 99.35% | 99.35% |
14.06.2021 | 110.35% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'102 | 7'051 | 90.27% | 90.27% |
11.06.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 98.83% | 98.83% |
10.06.2021 | 49.81% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'321 | 13'161 | 99.36% | 99.36% |
09.06.2021 | 33.54% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'649 | 17'825 | 99.36% | 99.36% |
08.06.2021 | 24.88% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'819 | 22'909 | 99.14% | 99.14% |