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 | 47.78% | 0.01 | 0.02 | 750'000 | 100'000 | 649'688 | 100'000 | 15'066 | 3'621 | 99.87% | 99.87% |
20.06.2019 | 13.96% | 0.06 | 0.07 | 600'000 | 100'000 | 600'000 | 142'500 | 48'644 | 13'660 | 99.95% | 99.95% |
19.06.2019 | 10.66% | 0.08 | 0.10 | 600'000 | 200'000 | 600'000 | 200'000 | 60'829 | 22'546 | 99.99% | 99.99% |
18.06.2019 | 19.84% | 0.07 | 0.08 | 750'000 | 250'000 | 749'982 | 250'000 | 35'782 | 14'428 | 98.97% | 98.97% |
17.06.2019 | 14.16% | 0.05 | 0.06 | 750'000 | 250'000 | 738'501 | 246'167 | 49'360 | 18'915 | 97.97% | 97.97% |
14.06.2019 | 10.87% | 0.09 | 0.10 | 750'000 | 250'000 | 749'994 | 250'000 | 65'661 | 24'387 | 99.88% | 99.88% |
13.06.2019 | 8.30% | 0.13 | 0.14 | 600'000 | 200'000 | 702'141 | 234'047 | 81'564 | 29'529 | 99.97% | 99.97% |
12.06.2019 | 10.86% | 0.10 | 0.11 | 750'000 | 250'000 | 750'000 | 250'000 | 65'696 | 24'399 | 99.97% | 99.97% |
11.06.2019 | 10.24% | 0.09 | 0.10 | 750'000 | 250'000 | 749'970 | 250'000 | 70'605 | 26'036 | 100.00% | 100.00% |