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 | 2.18% | 0.46 | 0.47 | 225'000 | 225'000 | 225'000 | 225'000 | 102'115 | 104'365 | 99.87% | 99.87% |
18.06.2020 | 2.75% | 0.35 | 0.36 | 225'000 | 225'000 | 224'998 | 225'000 | 80'831 | 83'082 | 99.92% | 99.92% |
17.06.2020 | 2.80% | 0.40 | 0.41 | 225'000 | 225'000 | 224'072 | 225'045 | 79'535 | 82'145 | 99.97% | 99.97% |
16.06.2020 | 3.79% | 0.24 | 0.25 | 250'000 | 250'000 | 249'999 | 249'917 | 65'051 | 67'529 | 99.93% | 99.93% |
15.06.2020 | 5.30% | 0.21 | 0.22 | 275'000 | 275'000 | 304'976 | 305'009 | 56'627 | 59'680 | 99.93% | 99.93% |
12.06.2020 | 5.53% | 0.17 | 0.18 | 300'000 | 300'000 | 310'497 | 310'546 | 54'711 | 57'826 | 99.76% | 99.76% |
11.06.2020 | 4.00% | 0.20 | 0.21 | 250'000 | 250'000 | 257'433 | 257'432 | 63'206 | 65'780 | 97.95% | 97.95% |
10.06.2020 | 3.94% | 0.29 | 0.30 | 275'000 | 275'000 | 271'610 | 271'610 | 67'665 | 70'382 | 100.00% | 100.00% |
09.06.2020 | 3.25% | 0.30 | 0.31 | 275'000 | 275'000 | 258'385 | 258'384 | 78'581 | 81'165 | 99.70% | 99.70% |