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 | 31.59% | 0.03 | 0.03 | 750'000 | 250'000 | 906'004 | 332'037 | 18'114 | 8'800 | 98.16% | 98.16% |
20.06.2019 | 18.11% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 563'620 | 26'532 | 17'293 | 99.80% | 99.80% |
19.06.2019 | 24.24% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 18'537 | 17'653 | 99.74% | 99.74% |
18.06.2019 | 61.72% | 0.02 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 6'934 | 8'950 | 99.85% | 99.85% |
17.06.2019 | 46.42% | 0.01 | 0.01 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 8'438 | 10'078 | 96.84% | 96.84% |
14.06.2019 | 36.21% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 11'740 | 12'555 | 99.89% | 99.89% |
13.06.2019 | 13.34% | 0.03 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 35'295 | 30'221 | 99.84% | 99.84% |
12.06.2019 | 13.05% | 0.04 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 36'136 | 30'852 | 99.64% | 99.64% |
11.06.2019 | 8.67% | 0.05 | 0.05 | 1'000'000 | 750'000 | 999'892 | 712'414 | 55'450 | 42'840 | 99.90% | 99.90% |