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 | 70.38% | 0.02 | 0.04 | 330'000 | 330'000 | 330'000 | 330'000 | 6'317 | 12'917 | 77.98% | 77.98% |
20.06.2019 | 20.12% | 0.06 | 0.08 | 340'000 | 340'000 | 340'000 | 340'000 | 30'805 | 37'605 | 100.00% | 100.00% |
19.06.2019 | 25.07% | 0.07 | 0.09 | 340'000 | 340'000 | 340'000 | 340'000 | 22'852 | 29'294 | 99.70% | 99.70% |
18.06.2019 | 17.72% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 27'787 | 32'787 | 99.93% | 99.93% |
17.06.2019 | 22.61% | 0.04 | 0.05 | 410'000 | 410'000 | 410'000 | 410'000 | 16'136 | 20'235 | 100.00% | 100.00% |
14.06.2019 | 19.88% | 0.05 | 0.06 | 410'000 | 410'000 | 410'000 | 410'000 | 18'608 | 22'708 | 99.74% | 99.74% |
13.06.2019 | 11.73% | 0.07 | 0.08 | 360'000 | 360'000 | 360'000 | 360'000 | 29'070 | 32'670 | 99.01% | 99.01% |
12.06.2019 | 9.04% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 53'243 | 58'243 | 99.20% | 99.20% |
11.06.2019 | 14.22% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 32'744 | 37'744 | 99.99% | 99.99% |