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 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | 163.14% | 0.01 | 0.08 | 250'000 | 250'000 | 141'570 | 141'570 | 1'114 | 10'799 | 42.45% | 97.77% |
17.06.2020 | 17.72% | 0.04 | 0.06 | 250'000 | 250'000 | 92'649 | 92'649 | 8'301 | 10'154 | 99.06% | 99.06% |
16.06.2020 | 14.48% | 0.09 | 0.11 | 250'000 | 250'000 | 89'357 | 89'360 | 11'721 | 13'509 | 97.07% | 97.07% |
15.06.2020 | 54.29% | 0.03 | 0.05 | 250'000 | 250'000 | 91'349 | 91'346 | 2'589 | 4'416 | 98.33% | 98.33% |
12.06.2020 | 15.41% | 0.08 | 0.10 | 250'000 | 250'000 | 91'673 | 91'669 | 9'964 | 11'797 | 98.13% | 98.13% |
11.06.2020 | 11.96% | 0.10 | 0.12 | 250'000 | 250'000 | 90'774 | 90'774 | 13'418 | 15'233 | 97.90% | 97.90% |
10.06.2020 | 4.30% | 0.47 | 0.49 | 220'000 | 220'000 | 85'273 | 85'273 | 45'145 | 47'095 | 98.06% | 98.06% |
09.06.2020 | 4.94% | 0.65 | 0.68 | 170'000 | 170'000 | 66'765 | 66'765 | 39'792 | 41'794 | 98.16% | 98.16% |