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 | - | - |
21.06.2019 | 3.59% | 0.81 | 0.84 | 100'000 | 100'000 | 100'000 | 100'000 | 82'040 | 85'040 | 100.00% | 100.00% |
20.06.2019 | 3.43% | 0.83 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 86'032 | 89'032 | 100.00% | 100.00% |
19.06.2019 | 2.36% | 0.86 | 0.88 | 110'000 | 110'000 | 110'000 | 110'000 | 95'301 | 97'581 | 99.83% | 99.83% |
18.06.2019 | 1.16% | 0.90 | 0.91 | 100'000 | 100'000 | 100'000 | 100'000 | 86'055 | 87'055 | 100.00% | 100.00% |
17.06.2019 | 1.53% | 0.84 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 85'335 | 86'651 | 100.00% | 100.00% |
14.06.2019 | 2.35% | 0.86 | 0.88 | 100'000 | 100'000 | 100'000 | 100'000 | 84'028 | 86'028 | 99.88% | 99.88% |
13.06.2019 | 2.30% | 0.86 | 0.88 | 110'000 | 110'000 | 110'000 | 110'000 | 94'496 | 96'695 | 100.00% | 100.00% |
12.06.2019 | 1.18% | 0.86 | 0.87 | 110'000 | 110'000 | 110'000 | 110'000 | 92'681 | 93'781 | 100.00% | 100.00% |
11.06.2019 | 1.98% | 0.83 | 0.84 | 110'000 | 110'000 | 110'000 | 110'000 | 89'816 | 91'610 | 100.00% | 100.00% |