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 | 7.03% | 0.10 | 0.11 | 475'000 | 475'000 | 380'340 | 380'344 | 52'265 | 56'070 | 99.52% | 99.52% |
17.06.2020 | 4.32% | 0.18 | 0.19 | 275'000 | 275'000 | 229'986 | 229'985 | 52'399 | 54'699 | 99.74% | 99.74% |
16.06.2020 | 2.42% | 0.45 | 0.46 | 150'000 | 150'000 | 133'847 | 133'847 | 54'670 | 56'008 | 98.71% | 98.71% |
15.06.2020 | 1.19% | 0.71 | 0.72 | 75'000 | 75'000 | 75'000 | 75'000 | 63'233 | 63'983 | 96.25% | 96.25% |
12.06.2020 | 1.37% | 0.85 | 0.86 | 75'000 | 75'000 | 77'104 | 77'104 | 56'271 | 57'042 | 99.87% | 99.87% |
11.06.2020 | 1.76% | 0.76 | 0.77 | 100'000 | 100'000 | 100'047 | 100'112 | 56'782 | 57'818 | 99.76% | 99.76% |
10.06.2020 | 3.25% | 0.31 | 0.32 | 175'000 | 175'000 | 179'140 | 179'140 | 54'205 | 55'997 | 99.93% | 99.93% |
09.06.2020 | 2.91% | 0.30 | 0.31 | 175'000 | 175'000 | 159'327 | 159'327 | 54'056 | 55'649 | 100.00% | 100.00% |
08.06.2020 | 2.86% | 0.33 | 0.34 | 150'000 | 150'000 | 157'320 | 157'321 | 54'299 | 55'872 | 99.81% | 99.81% |