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 | 8.35% | 0.11 | 0.12 | 250'000 | 250'000 | 250'000 | 250'000 | 28'800 | 31'300 | 100.00% | 100.00% |
18.06.2020 | 9.73% | 0.09 | 0.10 | 230'000 | 230'000 | 230'000 | 230'000 | 24'752 | 27'052 | 98.07% | 98.07% |
17.06.2020 | 5.88% | 0.14 | 0.15 | 250'000 | 250'000 | 250'000 | 250'000 | 41'586 | 44'086 | 99.14% | 99.14% |
16.06.2020 | 5.53% | 0.16 | 0.17 | 290'000 | 290'000 | 290'000 | 290'000 | 51'349 | 54'249 | 99.14% | 99.14% |
15.06.2020 | 8.55% | 0.14 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 33'771 | 36'771 | 99.41% | 99.41% |
12.06.2020 | 6.40% | 0.13 | 0.14 | 330'000 | 330'000 | 330'000 | 330'000 | 50'253 | 53'553 | 97.41% | 97.41% |
11.06.2020 | 6.48% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 34'995 | 37'295 | 95.59% | 95.59% |
10.06.2020 | 4.02% | 0.23 | 0.24 | 250'000 | 250'000 | 250'000 | 250'000 | 61'463 | 63'963 | 96.50% | 96.50% |
09.06.2020 | 4.84% | 0.21 | 0.22 | 230'000 | 230'000 | 230'000 | 230'000 | 46'554 | 48'854 | 87.56% | 87.56% |