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 | - | 2.46 | - | 30'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 31.14% |
20.06.2019 | 0.80% | 2.41 | 2.43 | 30'000 | 25'000 | 23'983 | 7'749 | 59'740 | 19'388 | 99.60% | 99.60% |
19.06.2019 | 0.90% | 2.18 | 2.20 | 30'000 | 25'000 | 30'000 | 7'201 | 66'203 | 15'934 | 96.55% | 96.55% |
18.06.2019 | 0.48% | 2.28 | 2.29 | 200'000 | 200'000 | 62'182 | 58'129 | 135'122 | 127'504 | 96.90% | 96.90% |
17.06.2019 | 0.51% | 1.96 | 1.97 | 200'000 | 200'000 | 66'465 | 62'537 | 129'168 | 122'178 | 100.00% | 100.00% |
14.06.2019 | 0.53% | 1.83 | 1.84 | 200'000 | 200'000 | 66'470 | 62'543 | 124'312 | 117'527 | 100.00% | 100.00% |
13.06.2019 | 0.52% | 1.89 | 1.90 | 200'000 | 200'000 | 63'757 | 59'749 | 121'962 | 114'920 | 98.01% | 98.01% |
12.06.2019 | 0.55% | 1.81 | 1.82 | 200'000 | 200'000 | 66'462 | 62'534 | 122'125 | 115'611 | 100.00% | 100.00% |
11.06.2019 | 0.49% | 1.97 | 1.98 | 200'000 | 200'000 | 66'473 | 62'546 | 134'496 | 127'155 | 100.00% | 100.00% |