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 | 163.26% | 0.01 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 465 | 4'560 | 100.00% | 100.00% |
18.06.2020 | 160.53% | 0.01 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 505 | 4'560 | 81.14% | 100.00% |
17.06.2020 | 64.28% | 0.02 | 0.06 | 70'000 | 70'000 | 70'000 | 70'000 | 2'111 | 4'002 | 99.90% | 99.90% |
16.06.2020 | 39.70% | 0.03 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 3'320 | 4'819 | 100.00% | 100.00% |
15.06.2020 | 131.29% | 0.02 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 965 | 4'560 | 99.17% | 99.17% |
12.06.2020 | 60.02% | 0.03 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 2'469 | 4'560 | 100.00% | 100.00% |
11.06.2020 | 15.82% | 0.04 | 0.06 | 50'000 | 50'000 | 50'000 | 50'000 | 3'136 | 3'650 | 94.01% | 94.01% |
10.06.2020 | 6.68% | 0.12 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 7'307 | 7'807 | 99.09% | 99.09% |
09.06.2020 | 6.31% | 0.17 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 7'727 | 8'227 | 100.00% | 100.00% |