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 | - | - |
18.06.2020 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 997'615 | 250'000 | 998 | 1'250 | 99.94% | 100.00% |
17.06.2020 | 136.71% | 0.00 | 0.01 | 1'000'000 | 250'000 | 998'678 | 250'000 | 999 | 1'453 | 99.85% | 99.85% |
16.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 995'378 | 250'000 | 995 | 3'750 | 98.86% | 99.93% |
15.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'804 | 250'000 | 999 | 3'750 | 96.89% | 96.89% |
12.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'952 | 250'000 | 1'000 | 3'750 | 99.87% | 99.87% |
11.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'979 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
10.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'967 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
09.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'597 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
08.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.95% | 99.95% |