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 | - | - |
21.06.2019 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.06.2019 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
19.06.2019 | 16.43% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 22'501 | 26'501 | 100.00% | 100.00% |
18.06.2019 | 17.85% | 0.05 | 0.06 | 370'000 | 370'000 | 370'000 | 369'860 | 19'759 | 23'453 | 100.00% | 100.00% |
17.06.2019 | 9.34% | 0.09 | 0.10 | 380'000 | 380'000 | 380'000 | 380'000 | 39'916 | 43'716 | 100.00% | 100.00% |
14.06.2019 | 13.73% | 0.07 | 0.08 | 380'000 | 380'000 | 380'000 | 380'000 | 25'951 | 29'751 | 100.00% | 100.00% |
13.06.2019 | 7.78% | 0.11 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 37'106 | 40'106 | 100.00% | 100.00% |
12.06.2019 | 7.63% | 0.12 | 0.13 | 260'000 | 260'000 | 260'000 | 260'000 | 32'940 | 35'540 | 100.00% | 100.00% |
11.06.2019 | 4.35% | 0.20 | 0.21 | 260'000 | 260'000 | 260'000 | 260'000 | 58'605 | 61'205 | 100.00% | 100.00% |