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 | 16.41% | 0.12 | 0.14 | 430'000 | 200'000 | 451'464 | 200'000 | 50'568 | 26'506 | 98.78% | 98.78% |
20.06.2019 | 18.83% | 0.08 | 0.10 | 500'000 | 200'000 | 495'555 | 200'000 | 47'964 | 23'373 | 99.52% | 99.52% |
19.06.2019 | 14.03% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 33'407 | 15'363 | 100.00% | 100.00% |
18.06.2019 | 48.79% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 9'687 | 5'875 | 92.24% | 92.24% |
17.06.2019 | 49.18% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 7'790 | 5'116 | 100.00% | 100.00% |
14.06.2019 | 31.45% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 14'104 | 7'641 | 93.99% | 93.99% |
13.06.2019 | 12.95% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 36'319 | 16'528 | 100.00% | 100.00% |
12.06.2019 | 13.65% | 0.07 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 34'315 | 15'726 | 100.00% | 100.00% |
11.06.2019 | 9.75% | 0.09 | 0.10 | 500'000 | 200'000 | 495'363 | 200'000 | 48'473 | 21'587 | 100.00% | 100.00% |