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 | - | - |
18.06.2020 | 25.03% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'353 | 250'228 | 19'129 | 6'049 | 99.84% | 99.84% |
17.06.2020 | 7.40% | 0.05 | 0.05 | 925'000 | 475'000 | 636'391 | 418'794 | 50'118 | 37'687 | 71.38% | 71.38% |
16.06.2020 | 5.62% | 0.21 | 0.22 | 375'000 | 360'000 | 303'518 | 304'596 | 52'653 | 55'939 | 98.57% | 98.57% |
15.06.2020 | 1.99% | 0.39 | 0.40 | 125'000 | 125'000 | 113'002 | 112'520 | 56'229 | 57'171 | 95.58% | 96.90% |
12.06.2020 | 2.32% | 0.55 | 0.56 | 125'000 | 75'000 | 126'541 | 127'329 | 54'088 | 55'699 | 99.65% | 99.87% |
11.06.2020 | 3.24% | 0.45 | 0.46 | 150'000 | 150'000 | 175'714 | 178'085 | 53'519 | 56'112 | 97.49% | 99.71% |
10.06.2020 | 6.61% | 0.15 | 0.16 | 325'000 | 325'000 | 352'088 | 353'042 | 51'478 | 55'182 | 99.02% | 99.64% |
09.06.2020 | 5.58% | 0.15 | 0.16 | 300'000 | 300'000 | 294'295 | 292'674 | 51'403 | 54'097 | 98.26% | 100.00% |
08.06.2020 | 5.35% | 0.17 | 0.18 | 250'000 | 250'000 | 292'106 | 284'018 | 53'410 | 54'587 | 98.66% | 99.95% |