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 | 25.69% | 0.29 | 0.36 | 50'000 | 50'000 | 50'000 | 50'000 | 12'070 | 15'570 | 100.00% | 100.00% |
18.06.2020 | 23.67% | 0.24 | 0.31 | 210'000 | 210'000 | 82'634 | 82'634 | 19'431 | 24'876 | 97.39% | 97.39% |
17.06.2020 | 3.53% | 0.40 | 0.42 | 190'000 | 190'000 | 70'376 | 70'376 | 36'137 | 37'544 | 97.46% | 97.46% |
16.06.2020 | 3.67% | 0.43 | 0.45 | 250'000 | 250'000 | 85'879 | 85'879 | 48'509 | 50'226 | 95.02% | 95.02% |
15.06.2020 | 12.59% | 0.19 | 0.21 | 250'000 | 250'000 | 91'356 | 91'356 | 14'434 | 16'261 | 98.34% | 98.34% |
12.06.2020 | 4.75% | 0.31 | 0.33 | 250'000 | 250'000 | 91'632 | 91'632 | 36'238 | 38'070 | 98.11% | 98.11% |
11.06.2020 | 3.22% | 0.42 | 0.44 | 170'000 | 170'000 | 65'534 | 65'534 | 38'020 | 39'330 | 97.00% | 97.00% |
10.06.2020 | 1.91% | 1.15 | 1.17 | 160'000 | 160'000 | 64'002 | 64'002 | 79'445 | 80'923 | 97.28% | 97.28% |
09.06.2020 | 2.23% | 1.40 | 1.43 | 140'000 | 140'000 | 52'361 | 52'361 | 69'789 | 71'360 | 97.13% | 97.13% |