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 | 8.10% | 0.18 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 8'899 | 9'649 | 100.00% | 100.00% |
18.06.2020 | 9.41% | 0.17 | 0.19 | 50'000 | 50'000 | 50'000 | 50'000 | 7'629 | 8'379 | 100.00% | 100.00% |
17.06.2020 | 12.32% | 0.14 | 0.15 | 70'000 | 70'000 | 70'000 | 70'000 | 8'097 | 9'147 | 99.77% | 99.77% |
16.06.2020 | 16.36% | 0.09 | 0.10 | 80'000 | 80'000 | 80'000 | 80'000 | 6'766 | 7'966 | 100.00% | 100.00% |
15.06.2020 | 21.24% | 0.07 | 0.08 | 80'000 | 80'000 | 80'000 | 80'000 | 5'092 | 6'292 | 99.13% | 99.13% |
12.06.2020 | 18.14% | 0.06 | 0.07 | 80'000 | 80'000 | 80'000 | 80'000 | 6'077 | 7'277 | 100.00% | 100.00% |
11.06.2020 | 16.22% | 0.08 | 0.09 | 60'000 | 60'000 | 60'000 | 60'000 | 5'138 | 6'038 | 99.99% | 99.99% |
10.06.2020 | 8.72% | 0.14 | 0.16 | 60'000 | 60'000 | 60'000 | 60'000 | 10'002 | 10'902 | 99.55% | 99.55% |
09.06.2020 | 8.61% | 0.16 | 0.18 | 60'000 | 60'000 | 60'000 | 60'000 | 10'280 | 11'194 | 99.88% | 99.88% |