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 | - | - |
19.06.2020 | 11.68% | 0.18 | 0.20 | 500'000 | 150'000 | 303'179 | 160'985 | 47'938 | 27'856 | 96.12% | 98.92% |
18.06.2020 | 7.27% | 0.13 | 0.14 | 275'000 | 425'000 | 363'899 | 367'315 | 51'028 | 55'300 | 93.47% | 95.52% |
17.06.2020 | 11.11% | 0.17 | 0.19 | 325'000 | 325'000 | 550'826 | 392'726 | 51'127 | 43'077 | 96.13% | 97.73% |
16.06.2020 | 30.43% | 0.04 | 0.05 | 500'000 | 250'000 | 784'750 | 393'462 | 21'703 | 14'828 | 99.33% | 99.78% |
15.06.2020 | 49.99% | 0.02 | 0.03 | 1'000'000 | 500'000 | 736'970 | 463'605 | 13'111 | 12'489 | 99.93% | 100.00% |
12.06.2020 | 33.83% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'046 | 25'179 | 8'766 | 99.80% | 99.80% |
11.06.2020 | 20.52% | 0.03 | 0.04 | 1'000'000 | 250'000 | 963'945 | 313'145 | 43'419 | 18'070 | 99.08% | 99.17% |
10.06.2020 | 11.58% | 0.09 | 0.10 | 575'000 | 300'000 | 619'414 | 322'849 | 50'487 | 29'557 | 99.38% | 99.56% |
09.06.2020 | 12.35% | 0.07 | 0.08 | 675'000 | 350'000 | 653'602 | 341'923 | 49'877 | 29'530 | 98.68% | 98.84% |