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 | 15.80% | 0.06 | 0.07 | 260'000 | 260'000 | 260'000 | 260'000 | 15'214 | 17'814 | 99.34% | 99.34% |
20.06.2019 | 18.20% | 0.04 | 0.05 | 320'000 | 320'000 | 320'000 | 320'000 | 16'103 | 19'303 | 99.78% | 99.78% |
19.06.2019 | 25.00% | 0.03 | 0.04 | 360'000 | 360'000 | 360'000 | 360'000 | 12'693 | 16'293 | 100.00% | 100.00% |
18.06.2019 | 65.45% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 6'529 | 11'874 | 100.00% | 100.00% |
17.06.2019 | 66.47% | 0.01 | 0.02 | 370'000 | 370'000 | 370'000 | 370'000 | 3'722 | 7'422 | 100.00% | 100.00% |
14.06.2019 | 48.80% | 0.01 | 0.02 | 370'000 | 370'000 | 370'000 | 370'000 | 6'009 | 9'709 | 100.00% | 100.00% |
13.06.2019 | 22.96% | 0.04 | 0.05 | 350'000 | 350'000 | 350'000 | 350'000 | 13'570 | 17'070 | 99.91% | 99.91% |
12.06.2019 | 24.06% | 0.04 | 0.05 | 340'000 | 340'000 | 340'000 | 340'000 | 12'503 | 15'903 | 100.00% | 100.00% |
11.06.2019 | 17.95% | 0.05 | 0.06 | 440'000 | 440'000 | 440'000 | 440'000 | 22'402 | 26'802 | 100.00% | 100.00% |