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 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.06.2020 | 120.00% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 8'000 | 0.35% | 99.83% |
16.06.2020 | 120.00% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 8'000 | 99.33% | 100.00% |
15.06.2020 | 120.00% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 8'000 | 17.30% | 100.00% |
12.06.2020 | 51.70% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 6'009 | 10'025 | 99.93% | 99.93% |
11.06.2020 | 39.09% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 399'999 | 8'592 | 12'592 | 100.00% | 100.00% |
10.06.2020 | 15.20% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 25'052 | 29'052 | 97.22% | 97.22% |
09.06.2020 | 12.30% | 0.07 | 0.08 | 340'000 | 340'000 | 340'000 | 339'998 | 26'750 | 30'150 | 95.35% | 95.35% |