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 | 1.87% | 0.52 | 0.53 | 100'000 | 100'000 | 100'063 | 100'063 | 53'006 | 54'007 | 100.00% | 100.00% |
18.06.2020 | 2.07% | 0.49 | 0.50 | 125'000 | 125'000 | 123'713 | 123'713 | 59'246 | 60'483 | 99.93% | 99.93% |
17.06.2020 | 2.13% | 0.47 | 0.48 | 125'000 | 125'000 | 125'000 | 125'000 | 58'224 | 59'474 | 100.00% | 100.00% |
16.06.2020 | 2.23% | 0.44 | 0.45 | 125'000 | 125'000 | 125'272 | 125'272 | 55'618 | 56'871 | 99.92% | 99.92% |
15.06.2020 | 2.66% | 0.36 | 0.37 | 150'000 | 150'000 | 149'480 | 149'480 | 55'451 | 56'946 | 100.00% | 100.00% |
12.06.2020 | 2.52% | 0.37 | 0.38 | 150'000 | 150'000 | 138'510 | 138'510 | 54'239 | 55'624 | 99.74% | 99.74% |
11.06.2020 | 2.62% | 0.37 | 0.38 | 125'000 | 125'000 | 143'896 | 143'896 | 54'155 | 55'594 | 97.98% | 97.98% |
10.06.2020 | 2.68% | 0.36 | 0.37 | 150'000 | 150'000 | 149'501 | 149'501 | 55'199 | 56'694 | 100.00% | 100.00% |
09.06.2020 | 3.04% | 0.35 | 0.36 | 175'000 | 175'000 | 174'219 | 174'219 | 56'433 | 58'175 | 100.00% | 100.00% |