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 | - | - |
19.06.2020 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
18.06.2020 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 87.90% |
17.06.2020 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 93.58% |
16.06.2020 | 164.58% | 0.00 | 0.01 | 500'000 | 200'000 | 500'000 | 200'000 | 544 | 2'218 | 1.11% | 85.50% |
15.06.2020 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 87.36% |
12.06.2020 | 160.05% | 0.00 | 0.01 | 500'000 | 200'000 | 499'914 | 200'000 | 641 | 2'256 | 70.37% | 85.48% |
11.06.2020 | 120.33% | 0.00 | 0.01 | 500'000 | 200'000 | 500'000 | 200'000 | 1'787 | 2'715 | 95.71% | 97.03% |
10.06.2020 | 45.69% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 8'818 | 5'527 | 81.28% | 81.28% |
09.06.2020 | 39.54% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 10'297 | 6'119 | 100.00% | 100.00% |