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 | - | - |
21.06.2019 | 95.18% | 0.01 | 0.02 | 600'000 | 200'000 | 554'502 | 184'834 | 3'031 | 2'859 | 99.92% | 99.92% |
20.06.2019 | 65.43% | 0.01 | 0.02 | 450'000 | 150'000 | 556'806 | 185'602 | 5'709 | 3'759 | 99.91% | 99.91% |
19.06.2019 | 113.92% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 542'091 | 3'812 | 7'435 | 100.00% | 100.00% |
18.06.2019 | 55.75% | 0.01 | 0.02 | 900'000 | 300'000 | 603'331 | 201'110 | 8'162 | 4'732 | 99.86% | 99.86% |
17.06.2019 | 32.73% | 0.02 | 0.03 | 600'000 | 200'000 | 460'706 | 153'569 | 12'021 | 5'543 | 95.20% | 95.20% |
14.06.2019 | 27.06% | 0.05 | 0.06 | 300'000 | 100'000 | 415'301 | 138'434 | 13'215 | 5'789 | 99.02% | 99.02% |
13.06.2019 | 18.55% | 0.03 | 0.04 | 450'000 | 150'000 | 313'353 | 104'451 | 15'525 | 6'220 | 99.58% | 99.58% |
12.06.2019 | 24.45% | 0.06 | 0.07 | 300'000 | 100'000 | 405'902 | 135'301 | 14'864 | 6'308 | 99.21% | 99.21% |
11.06.2019 | 19.96% | 0.05 | 0.06 | 300'000 | 100'000 | 342'571 | 114'190 | 15'431 | 6'286 | 99.41% | 99.41% |