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 | - | - | 0.07 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.09% |
18.06.2020 | - | - | 0.07 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
17.06.2020 | 120.00% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 8'000 | 97.91% | 100.00% |
16.06.2020 | 117.29% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'105 | 8'005 | 69.19% | 100.00% |
15.06.2020 | 22.21% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 19'064 | 23'064 | 100.00% | 100.00% |
12.06.2020 | 26.25% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 13'809 | 17'809 | 100.00% | 100.00% |
11.06.2020 | 42.36% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 7'704 | 11'704 | 100.00% | 100.00% |
10.06.2020 | 89.61% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 3'172 | 8'090 | 99.87% | 100.00% |
09.06.2020 | 97.89% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 3'290 | 9'290 | 100.00% | 100.00% |