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 | 133.30% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'660 | 249'783 | 1'002 | 1'250 | 100.00% | 100.00% |
17.06.2020 | 53.23% | 0.01 | 0.02 | 1'000'000 | 250'000 | 997'020 | 250'000 | 8'885 | 3'661 | 99.78% | 99.78% |
16.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'630 | 249'982 | 1'000 | 3'750 | 99.92% | 99.92% |
15.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 96.88% | 96.88% |
12.06.2020 | 172.58% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'932 | 249'861 | 1'230 | 3'769 | 99.86% | 99.86% |
11.06.2020 | 46.09% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'361 | 249'086 | 13'563 | 4'901 | 98.76% | 99.76% |
10.06.2020 | 12.68% | 0.04 | 0.04 | 1'000'000 | 250'000 | 999'283 | 280'504 | 37'471 | 12'134 | 98.71% | 99.68% |
09.06.2020 | 10.70% | 0.05 | 0.06 | 1'000'000 | 250'000 | 995'370 | 279'389 | 44'317 | 14'022 | 93.17% | 93.61% |
08.06.2020 | 10.06% | 0.05 | 0.05 | 1'000'000 | 250'000 | 974'028 | 395'505 | 46'826 | 21'651 | 98.32% | 99.95% |