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 | 149.48% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'440 | 3'968 | 100.00% | 100.00% |
18.06.2020 | 17.27% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'991 | 250'674 | 27'407 | 8'132 | 100.00% | 100.00% |
17.06.2020 | 9.86% | 0.05 | 0.05 | 1'000'000 | 500'000 | 985'943 | 404'745 | 47'835 | 22'027 | 100.00% | 100.00% |
16.06.2020 | 9.34% | 0.04 | 0.05 | 1'000'000 | 500'000 | 964'048 | 469'076 | 49'417 | 26'465 | 99.83% | 99.83% |
15.06.2020 | 18.49% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'082 | 8'810 | 100.00% | 100.00% |
12.06.2020 | 20.14% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'613 | 6'903 | 99.73% | 99.73% |
11.06.2020 | 12.19% | 0.04 | 0.04 | 1'000'000 | 250'000 | 997'408 | 251'296 | 38'583 | 10'970 | 97.96% | 97.96% |
10.06.2020 | 7.20% | 0.09 | 0.10 | 575'000 | 300'000 | 561'933 | 417'624 | 51'101 | 42'332 | 99.93% | 99.93% |
09.06.2020 | 6.78% | 0.09 | 0.09 | 600'000 | 300'000 | 535'624 | 410'534 | 51'546 | 43'513 | 100.00% | 100.00% |