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 | 3.18% | 0.33 | 0.34 | 90'000 | 90'000 | 90'000 | 90'000 | 27'875 | 28'775 | 100.00% | 100.00% |
18.06.2020 | 3.47% | 0.30 | 0.31 | 90'000 | 90'000 | 90'000 | 90'000 | 25'519 | 26'419 | 99.42% | 99.42% |
17.06.2020 | 3.40% | 0.30 | 0.31 | 90'000 | 90'000 | 90'000 | 90'000 | 26'080 | 26'980 | 99.42% | 99.42% |
16.06.2020 | 3.48% | 0.30 | 0.31 | 120'000 | 120'000 | 120'000 | 120'000 | 34'018 | 35'218 | 99.46% | 99.46% |
15.06.2020 | 7.93% | 0.14 | 0.14 | 130'000 | 130'000 | 130'000 | 130'000 | 15'869 | 17'169 | 98.58% | 98.58% |
12.06.2020 | 6.65% | 0.14 | 0.15 | 150'000 | 150'000 | 150'000 | 150'000 | 21'966 | 23'466 | 99.43% | 99.43% |
11.06.2020 | 6.39% | 0.13 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 15'247 | 16'247 | 99.39% | 99.39% |
10.06.2020 | 4.12% | 0.24 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 23'787 | 24'787 | 98.89% | 98.89% |
09.06.2020 | 4.07% | 0.25 | 0.26 | 100'000 | 100'000 | 100'000 | 100'000 | 24'350 | 25'350 | 98.89% | 98.89% |