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 | 2.20% | 0.40 | 0.41 | 530'000 | 530'000 | 530'000 | 530'000 | 239'718 | 245'018 | 91.68% | 91.68% |
20.06.2019 | 1.95% | 0.42 | 0.43 | 670'000 | 670'000 | 670'000 | 670'000 | 341'364 | 348'064 | 98.30% | 98.30% |
19.06.2019 | 2.73% | 0.33 | 0.34 | 640'000 | 640'000 | 640'000 | 640'000 | 232'050 | 238'450 | 100.00% | 100.00% |
18.06.2019 | 8.93% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 999'910 | 1'000'000 | 202'704 | 212'720 | 94.55% | 94.55% |
17.06.2019 | 13.30% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'091 | 81'091 | 100.00% | 100.00% |
14.06.2019 | 10.98% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'003 | 98'003 | 99.60% | 99.60% |
13.06.2019 | 5.46% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 999'947 | 179'869 | 189'863 | 97.95% | 97.95% |
12.06.2019 | 6.94% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'998 | 999'969 | 140'124 | 150'119 | 99.75% | 99.75% |
11.06.2019 | 4.13% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'981 | 999'988 | 238'333 | 248'335 | 100.00% | 100.00% |