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 | 2.73% | 0.36 | 0.37 | 150'000 | 150'000 | 150'000 | 150'000 | 54'229 | 55'729 | 100.00% | 100.00% |
18.06.2020 | 2.86% | 0.34 | 0.35 | 150'000 | 150'000 | 157'030 | 157'030 | 54'107 | 55'678 | 99.85% | 99.85% |
17.06.2020 | 3.39% | 0.32 | 0.33 | 175'000 | 175'000 | 187'518 | 187'518 | 54'443 | 56'318 | 100.00% | 100.00% |
16.06.2020 | 3.43% | 0.33 | 0.34 | 200'000 | 200'000 | 188'188 | 188'188 | 54'057 | 55'939 | 100.00% | 100.00% |
15.06.2020 | 2.00% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 62'153 | 63'403 | 100.00% | 100.00% |
12.06.2020 | 2.24% | 0.49 | 0.50 | 125'000 | 125'000 | 125'000 | 125'000 | 55'212 | 56'462 | 99.67% | 99.67% |
11.06.2020 | 2.24% | 0.49 | 0.50 | 125'000 | 125'000 | 125'498 | 125'498 | 55'497 | 56'752 | 97.92% | 97.92% |
10.06.2020 | 3.53% | 0.31 | 0.32 | 175'000 | 175'000 | 190'882 | 190'882 | 53'217 | 55'126 | 100.00% | 100.00% |
09.06.2020 | 3.38% | 0.27 | 0.28 | 200'000 | 200'000 | 184'122 | 184'122 | 53'529 | 55'370 | 100.00% | 100.00% |