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 | 13.36% | 0.47 | 0.53 | 250'000 | 250'000 | 250'000 | 250'000 | 105'356 | 120'356 | 97.74% | 97.74% |
18.06.2020 | 15.51% | 0.34 | 0.40 | 270'000 | 270'000 | 270'000 | 270'000 | 88'985 | 103'361 | 98.81% | 98.81% |
17.06.2020 | 2.20% | 0.45 | 0.46 | 310'000 | 310'000 | 310'000 | 310'000 | 140'072 | 143'172 | 99.79% | 99.79% |
16.06.2020 | 2.74% | 0.39 | 0.40 | 400'000 | 400'000 | 400'000 | 400'000 | 148'233 | 152'233 | 99.15% | 99.15% |
15.06.2020 | 6.76% | 0.20 | 0.21 | 400'000 | 400'000 | 400'000 | 400'000 | 58'634 | 62'634 | 100.00% | 100.00% |
12.06.2020 | 3.31% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 121'268 | 125'268 | 100.00% | 100.00% |
11.06.2020 | 2.98% | 0.25 | 0.26 | 280'000 | 280'000 | 280'000 | 280'000 | 94'245 | 97'045 | 99.88% | 99.88% |
10.06.2020 | 1.93% | 0.68 | 0.69 | 270'000 | 270'000 | 270'000 | 270'000 | 200'750 | 204'687 | 99.27% | 99.27% |
09.06.2020 | 2.59% | 0.80 | 0.82 | 250'000 | 250'000 | 250'000 | 250'000 | 191'697 | 196'697 | 99.41% | 99.41% |