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 | 173.33% | 0.01 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 28'000 | 2.40% | 98.20% |
18.06.2020 | 155.17% | 0.01 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 2'701 | 25'091 | 89.02% | 99.91% |
17.06.2020 | 35.12% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 9'943 | 13'943 | 99.80% | 99.80% |
16.06.2020 | 31.07% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 12'160 | 16'160 | 100.00% | 100.00% |
15.06.2020 | 111.20% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'330 | 8'000 | 91.15% | 100.00% |
12.06.2020 | 39.45% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'895 | 12'909 | 100.00% | 100.00% |
11.06.2020 | 34.06% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 10'329 | 14'329 | 100.00% | 100.00% |
10.06.2020 | 9.27% | 0.11 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 51'145 | 56'064 | 99.90% | 99.90% |
09.06.2020 | 9.83% | 0.16 | 0.17 | 400'000 | 400'000 | 400'000 | 400'000 | 59'074 | 65'085 | 100.00% | 100.00% |