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 | 157.13% | 0.01 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 3'593 | 28'662 | 45.20% | 98.19% |
18.06.2020 | 51.34% | 0.06 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 31'092 | 52'351 | 99.81% | 99.81% |
17.06.2020 | 7.56% | 0.12 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 51'902 | 55'902 | 100.00% | 100.00% |
16.06.2020 | 4.40% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 69'759 | 72'759 | 100.00% | 100.00% |
15.06.2020 | 1.53% | 0.47 | 0.48 | 320'000 | 320'000 | 320'000 | 320'000 | 210'883 | 214'083 | 99.15% | 99.15% |
12.06.2020 | 2.31% | 0.57 | 0.58 | 330'000 | 330'000 | 330'000 | 330'000 | 142'875 | 146'175 | 99.69% | 99.69% |
11.06.2020 | 2.88% | 0.46 | 0.47 | 400'000 | 400'000 | 400'000 | 400'000 | 139'187 | 143'187 | 99.74% | 99.74% |
10.06.2020 | 7.87% | 0.17 | 0.18 | 400'000 | 400'000 | 400'000 | 400'000 | 61'718 | 66'638 | 100.00% | 100.00% |
09.06.2020 | 9.28% | 0.14 | 0.16 | 400'000 | 400'000 | 400'000 | 400'000 | 62'556 | 68'556 | 100.00% | 100.00% |