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 | 120.49% | 0.01 | 0.08 | 50'000 | 50'000 | 49'967 | 50'000 | 1'243 | 4'744 | 100.00% | 100.00% |
18.06.2020 | 31.35% | 0.12 | 0.19 | 250'000 | 250'000 | 89'713 | 89'713 | 14'930 | 20'869 | 96.75% | 96.75% |
17.06.2020 | 11.85% | 0.17 | 0.19 | 250'000 | 250'000 | 92'590 | 92'590 | 15'780 | 17'632 | 99.03% | 99.03% |
16.06.2020 | 8.24% | 0.30 | 0.32 | 230'000 | 230'000 | 84'358 | 84'358 | 19'853 | 21'540 | 96.42% | 96.42% |
15.06.2020 | 1.82% | 0.77 | 0.79 | 200'000 | 200'000 | 68'320 | 68'322 | 70'800 | 72'168 | 94.72% | 94.72% |
12.06.2020 | 2.86% | 0.91 | 0.93 | 180'000 | 180'000 | 65'966 | 65'977 | 44'640 | 45'970 | 94.15% | 94.16% |
11.06.2020 | 5.57% | 0.50 | 0.52 | 250'000 | 250'000 | 90'261 | 90'269 | 34'661 | 36'470 | 97.65% | 97.65% |
10.06.2020 | 18.40% | 0.17 | 0.19 | 250'000 | 250'000 | 92'765 | 92'765 | 13'560 | 15'658 | 98.65% | 98.65% |
09.06.2020 | 21.12% | 0.10 | 0.13 | 250'000 | 250'000 | 92'493 | 92'510 | 11'271 | 14'048 | 98.99% | 98.99% |