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 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'968 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
17.06.2020 | 81.29% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'368 | 2'600 | 99.68% | 99.68% |
16.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.86% | 99.86% |
11.06.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.58% | 99.58% |
10.06.2020 | 20.38% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'449 | 6'862 | 100.00% | 100.00% |
09.06.2020 | 16.27% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'507 | 8'377 | 100.00% | 100.00% |
08.06.2020 | 15.87% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'809 | 8'702 | 99.89% | 99.89% |