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 | 5.83% | 1.23 | 1.30 | 30'000 | 30'000 | 30'000 | 30'000 | 35'016 | 37'116 | 99.46% | 99.46% |
18.06.2020 | 5.95% | 1.07 | 1.14 | 140'000 | 140'000 | 51'929 | 51'929 | 53'538 | 56'966 | 96.13% | 96.13% |
17.06.2020 | 1.43% | 1.21 | 1.23 | 140'000 | 140'000 | 51'909 | 51'909 | 69'191 | 70'230 | 96.81% | 96.81% |
16.06.2020 | 1.52% | 1.16 | 1.18 | 170'000 | 170'000 | 62'806 | 62'806 | 84'572 | 85'828 | 94.52% | 94.52% |
15.06.2020 | 3.79% | 0.66 | 0.68 | 190'000 | 190'000 | 70'904 | 70'905 | 38'852 | 40'271 | 98.26% | 98.26% |
12.06.2020 | 2.01% | 0.81 | 0.83 | 230'000 | 230'000 | 86'768 | 86'768 | 84'993 | 86'728 | 97.65% | 97.65% |
11.06.2020 | 1.48% | 1.05 | 1.07 | 140'000 | 140'000 | 51'155 | 51'155 | 65'976 | 66'999 | 96.53% | 96.53% |
10.06.2020 | 1.14% | 2.00 | 2.02 | 140'000 | 140'000 | 52'438 | 52'438 | 109'850 | 111'046 | 96.20% | 96.20% |
09.06.2020 | 1.35% | 2.28 | 2.31 | 130'000 | 130'000 | 50'556 | 50'556 | 111'586 | 113'103 | 96.60% | 96.60% |