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 | - | - |
21.06.2019 | 6.48% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'509 | 8'009 | 96.37% | 96.37% |
20.06.2019 | 6.53% | 0.16 | 0.17 | 220'000 | 220'000 | 107'172 | 107'172 | 16'311 | 17'382 | 98.00% | 98.00% |
19.06.2019 | 18.12% | 0.06 | 0.07 | 240'000 | 240'000 | 114'100 | 114'100 | 6'177 | 7'318 | 98.03% | 98.03% |
18.06.2019 | 13.33% | 0.06 | 0.07 | 240'000 | 240'000 | 113'669 | 113'669 | 8'165 | 9'301 | 97.68% | 97.68% |
17.06.2019 | 22.57% | 0.05 | 0.06 | 310'000 | 310'000 | 152'055 | 152'055 | 6'855 | 8'375 | 94.98% | 94.98% |
14.06.2019 | 17.07% | 0.06 | 0.07 | 310'000 | 310'000 | 147'826 | 147'826 | 7'925 | 9'403 | 97.80% | 97.80% |
13.06.2019 | 20.69% | 0.04 | 0.05 | 320'000 | 320'000 | 150'906 | 150'906 | 6'484 | 7'993 | 98.57% | 98.57% |
12.06.2019 | 25.81% | 0.05 | 0.06 | 400'000 | 400'000 | 187'821 | 187'821 | 6'445 | 8'324 | 97.82% | 97.82% |
11.06.2019 | 27.72% | 0.03 | 0.04 | 350'000 | 350'000 | 167'577 | 167'577 | 5'164 | 6'840 | 97.53% | 97.53% |