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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 996'674 | 249'229 | 997 | 3'738 | 84.38% | 84.38% |
17.06.2020 | 175.00% | 0.00 | 0.02 | 25'000 | 25'000 | 25'000 | 25'000 | 25 | 375 | 99.55% | 99.55% |
16.06.2020 | 175.00% | 0.00 | 0.02 | 25'000 | 25'000 | 25'000 | 25'000 | 25 | 375 | 100.00% | 100.00% |
15.06.2020 | 175.00% | 0.00 | 0.02 | 25'000 | 25'000 | 28'355 | 25'776 | 28 | 387 | 100.00% | 100.00% |
12.06.2020 | 36.26% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'452 | 249'874 | 11'632 | 4'157 | 99.76% | 99.76% |
11.06.2020 | 49.10% | 0.00 | 0.02 | 25'000 | 25'000 | 908'899 | 228'972 | 10'452 | 3'808 | 99.15% | 99.15% |
10.06.2020 | 18.54% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'580 | 7'395 | 99.88% | 99.88% |
09.06.2020 | 20.48% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'171 | 6'793 | 99.13% | 99.13% |
08.06.2020 | 9.39% | 0.04 | 0.05 | 1'000'000 | 250'000 | 930'306 | 399'537 | 47'965 | 23'348 | 99.83% | 99.83% |