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 | 0.32% | 3.06 | 3.07 | 500'000 | 500'000 | 500'000 | 500'000 | 1'549'390 | 1'554'390 | 90.68% | 90.68% |
20.06.2019 | 0.32% | 3.05 | 3.06 | 510'000 | 510'000 | 510'000 | 510'000 | 1'611'000 | 1'616'100 | 98.30% | 98.30% |
19.06.2019 | 0.34% | 2.93 | 2.94 | 510'000 | 510'000 | 510'000 | 510'000 | 1'518'670 | 1'523'770 | 100.00% | 100.00% |
18.06.2019 | 0.37% | 3.02 | 3.03 | 510'000 | 510'000 | 510'000 | 510'000 | 1'388'560 | 1'393'660 | 91.73% | 91.73% |
17.06.2019 | 0.41% | 2.47 | 2.48 | 510'000 | 510'000 | 510'000 | 510'000 | 1'254'400 | 1'259'500 | 95.02% | 95.02% |
14.06.2019 | 0.41% | 2.42 | 2.43 | 510'000 | 510'000 | 510'000 | 510'000 | 1'244'790 | 1'249'890 | 97.82% | 97.82% |
13.06.2019 | 0.38% | 2.60 | 2.61 | 510'000 | 510'000 | 510'000 | 510'000 | 1'344'790 | 1'349'890 | 98.30% | 98.30% |
12.06.2019 | 0.40% | 2.52 | 2.53 | 510'000 | 510'000 | 510'000 | 510'000 | 1'271'440 | 1'276'540 | 99.82% | 99.82% |
11.06.2019 | 0.37% | 2.66 | 2.67 | 510'000 | 510'000 | 510'000 | 510'000 | 1'373'680 | 1'378'780 | 99.81% | 99.81% |