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 | 3.94% | 1.55 | 1.61 | 210'000 | 210'000 | 210'000 | 210'000 | 313'832 | 326'432 | 98.22% | 98.22% |
18.06.2020 | 3.87% | 1.37 | 1.43 | 210'000 | 210'000 | 210'000 | 210'000 | 283'804 | 294'954 | 98.88% | 98.88% |
17.06.2020 | 0.70% | 1.44 | 1.45 | 220'000 | 220'000 | 220'000 | 220'000 | 315'360 | 317'560 | 99.90% | 99.90% |
16.06.2020 | 0.79% | 1.28 | 1.29 | 250'000 | 250'000 | 250'000 | 250'000 | 315'646 | 318'146 | 98.72% | 98.72% |
15.06.2020 | 1.35% | 0.90 | 0.91 | 270'000 | 270'000 | 270'000 | 270'000 | 200'566 | 203'266 | 99.89% | 99.89% |
12.06.2020 | 0.93% | 0.96 | 0.97 | 260'000 | 260'000 | 260'000 | 260'000 | 279'458 | 282'058 | 99.50% | 99.50% |
11.06.2020 | 0.86% | 0.99 | 1.00 | 220'000 | 220'000 | 220'000 | 220'000 | 254'640 | 256'840 | 99.44% | 99.44% |
10.06.2020 | 0.84% | 1.65 | 1.66 | 220'000 | 220'000 | 220'000 | 220'000 | 379'086 | 382'300 | 99.35% | 99.35% |
09.06.2020 | 1.14% | 1.78 | 1.80 | 210'000 | 210'000 | 210'000 | 210'000 | 366'710 | 370'910 | 99.36% | 99.36% |