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 | - | - | 0.02 | 0 | 160'000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
20.06.2019 | 80.54% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 1'575 | 3'457 | 94.35% | 100.00% |
19.06.2019 | 103.19% | 0.01 | 0.02 | 160'000 | 160'000 | 159'999 | 160'000 | 1'109 | 3'283 | 32.04% | 100.00% |
18.06.2019 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 2.19% | 100.00% |
17.06.2019 | - | - | 0.02 | 0 | 160'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.06.2019 | - | - | 0.02 | 0 | 160'000 | 0 | 0 | 0 | 0 | 0.00% | 95.49% |
13.06.2019 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 8.84% | 97.38% |
12.06.2019 | 110.03% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 950 | 3'200 | 100.00% | 100.00% |
11.06.2019 | 52.34% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 2'292 | 3'892 | 98.44% | 98.44% |