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 | 2.49% | 0.40 | 0.41 | 40'000 | 40'000 | 40'000 | 40'000 | 15'875 | 16'275 | 100.00% | 100.00% |
18.06.2020 | 2.70% | 0.36 | 0.37 | 40'000 | 40'000 | 40'000 | 40'000 | 14'646 | 15'046 | 100.00% | 100.00% |
17.06.2020 | 2.39% | 0.39 | 0.40 | 50'000 | 50'000 | 50'000 | 50'000 | 20'702 | 21'202 | 99.91% | 99.91% |
16.06.2020 | 2.34% | 0.41 | 0.42 | 50'000 | 50'000 | 50'000 | 50'000 | 21'142 | 21'642 | 100.00% | 100.00% |
15.06.2020 | 2.83% | 0.35 | 0.36 | 50'000 | 50'000 | 50'000 | 50'000 | 17'416 | 17'916 | 99.18% | 99.18% |
12.06.2020 | 2.60% | 0.38 | 0.39 | 50'000 | 50'000 | 50'000 | 50'000 | 19'013 | 19'513 | 100.00% | 100.00% |
11.06.2020 | 2.29% | 0.38 | 0.39 | 50'000 | 50'000 | 50'000 | 50'000 | 21'585 | 22'085 | 95.73% | 95.73% |
10.06.2020 | 1.89% | 0.50 | 0.51 | 50'000 | 50'000 | 50'000 | 50'000 | 26'176 | 26'676 | 99.15% | 99.15% |
09.06.2020 | 1.86% | 0.55 | 0.56 | 50'000 | 50'000 | 50'000 | 50'000 | 26'635 | 27'135 | 100.00% | 100.00% |