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 | 45.99% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 12'661 | 6'720 | 99.34% | 99.34% |
20.06.2019 | 14.58% | 0.04 | 0.05 | 750'000 | 250'000 | 640'461 | 213'487 | 43'193 | 16'533 | 99.82% | 99.82% |
19.06.2019 | 34.19% | 0.02 | 0.03 | 750'000 | 250'000 | 749'976 | 250'000 | 20'037 | 9'179 | 99.73% | 99.73% |
18.06.2019 | 148.98% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 1'761 | 3'087 | 99.78% | 99.78% |
17.06.2019 | 60.09% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 9'075 | 5'525 | 96.79% | 96.79% |
14.06.2019 | 30.26% | 0.03 | 0.04 | 750'000 | 250'000 | 750'000 | 250'000 | 21'794 | 9'765 | 99.86% | 99.86% |
13.06.2019 | 7.91% | 0.11 | 0.12 | 600'000 | 200'000 | 605'296 | 201'765 | 73'839 | 26'631 | 99.79% | 99.79% |
12.06.2019 | 6.06% | 0.16 | 0.17 | 600'000 | 200'000 | 599'996 | 199'999 | 96'497 | 34'166 | 99.64% | 99.64% |
11.06.2019 | 5.17% | 0.17 | 0.18 | 600'000 | 200'000 | 574'561 | 191'520 | 109'249 | 38'332 | 99.88% | 99.88% |