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 | 2.92% | 0.34 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 67'541 | 69'541 | 100.00% | 100.00% |
20.06.2019 | 2.93% | 0.33 | 0.34 | 210'000 | 210'000 | 210'000 | 210'000 | 70'523 | 72'623 | 99.28% | 99.28% |
19.06.2019 | 3.27% | 0.31 | 0.32 | 210'000 | 210'000 | 210'000 | 210'000 | 63'177 | 65'277 | 99.33% | 99.33% |
18.06.2019 | 3.57% | 0.29 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 55'101 | 57'101 | 97.45% | 97.45% |
17.06.2019 | 3.62% | 0.27 | 0.28 | 210'000 | 210'000 | 210'000 | 210'000 | 56'968 | 59'068 | 99.46% | 99.46% |
14.06.2019 | 3.65% | 0.26 | 0.27 | 210'000 | 210'000 | 210'000 | 210'000 | 56'556 | 58'656 | 99.38% | 99.38% |
13.06.2019 | 3.45% | 0.28 | 0.29 | 210'000 | 210'000 | 210'000 | 210'000 | 59'843 | 61'943 | 99.04% | 99.04% |
12.06.2019 | 3.49% | 0.28 | 0.29 | 210'000 | 210'000 | 210'000 | 210'000 | 59'126 | 61'226 | 99.36% | 99.36% |
11.06.2019 | 3.23% | 0.30 | 0.31 | 210'000 | 210'000 | 210'000 | 210'000 | 64'003 | 66'103 | 99.50% | 99.50% |