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 | 5.74% | 0.18 | 0.19 | 210'000 | 210'000 | 210'000 | 210'000 | 35'567 | 37'667 | 99.98% | 99.98% |
18.06.2020 | 5.61% | 0.17 | 0.18 | 210'000 | 210'000 | 210'000 | 210'000 | 36'537 | 38'637 | 99.45% | 99.45% |
17.06.2020 | 4.76% | 0.19 | 0.20 | 210'000 | 210'000 | 210'000 | 210'000 | 43'223 | 45'323 | 99.27% | 99.27% |
16.06.2020 | 4.41% | 0.21 | 0.22 | 220'000 | 220'000 | 220'000 | 220'000 | 48'871 | 51'071 | 99.14% | 99.14% |
15.06.2020 | 5.29% | 0.23 | 0.24 | 230'000 | 230'000 | 230'000 | 230'000 | 42'573 | 44'873 | 98.59% | 98.59% |
12.06.2020 | 4.68% | 0.19 | 0.20 | 230'000 | 230'000 | 230'000 | 230'000 | 48'061 | 50'361 | 98.99% | 98.99% |
11.06.2020 | 4.72% | 0.18 | 0.19 | 210'000 | 210'000 | 210'000 | 210'000 | 43'697 | 45'797 | 95.25% | 95.25% |
10.06.2020 | 3.33% | 0.28 | 0.29 | 210'000 | 210'000 | 210'000 | 210'000 | 62'068 | 64'168 | 98.43% | 98.43% |
09.06.2020 | 3.19% | 0.32 | 0.33 | 220'000 | 220'000 | 220'000 | 220'000 | 68'009 | 70'209 | 98.78% | 98.78% |