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 | 41.02% | 0.08 | 0.12 | 625'000 | 325'000 | 656'518 | 340'367 | 50'842 | 39'980 | 100.00% | 100.00% |
18.06.2020 | 41.95% | 0.07 | 0.11 | 850'000 | 425'000 | 682'194 | 351'932 | 51'302 | 40'569 | 99.85% | 99.85% |
17.06.2020 | 44.85% | 0.08 | 0.12 | 625'000 | 325'000 | 728'742 | 373'211 | 50'299 | 40'728 | 99.36% | 99.36% |
16.06.2020 | 41.45% | 0.09 | 0.13 | 625'000 | 325'000 | 670'254 | 351'808 | 51'228 | 41'109 | 99.80% | 99.80% |
15.06.2020 | 22.36% | 0.14 | 0.18 | 325'000 | 325'000 | 324'360 | 324'362 | 51'570 | 64'545 | 99.99% | 99.99% |
12.06.2020 | 28.09% | 0.14 | 0.18 | 400'000 | 400'000 | 424'542 | 424'544 | 51'965 | 68'947 | 99.77% | 99.77% |
11.06.2020 | 31.64% | 0.14 | 0.18 | 400'000 | 400'000 | 485'110 | 434'294 | 51'598 | 64'364 | 99.16% | 99.16% |
10.06.2020 | 63.89% | 0.05 | 0.09 | 1'000'000 | 250'000 | 996'113 | 319'354 | 43'160 | 27'125 | 99.52% | 99.52% |
09.06.2020 | 61.12% | 0.05 | 0.09 | 1'000'000 | 500'000 | 996'058 | 345'361 | 45'514 | 29'908 | 99.14% | 99.14% |