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 | 5.22% | 0.55 | 0.58 | 150'000 | 150'000 | 150'000 | 150'000 | 83'912 | 88'412 | 100.00% | 100.00% |
18.06.2020 | 5.36% | 0.55 | 0.58 | 150'000 | 150'000 | 150'000 | 150'000 | 81'753 | 86'253 | 99.97% | 99.97% |
17.06.2020 | 1.84% | 0.54 | 0.55 | 150'000 | 150'000 | 150'000 | 150'000 | 80'946 | 82'446 | 99.51% | 99.51% |
16.06.2020 | 1.99% | 0.52 | 0.53 | 150'000 | 150'000 | 150'000 | 150'000 | 74'724 | 76'224 | 100.00% | 100.00% |
15.06.2020 | 1.91% | 0.51 | 0.52 | 160'000 | 160'000 | 160'000 | 160'000 | 83'016 | 84'616 | 99.93% | 99.93% |
12.06.2020 | 1.92% | 0.53 | 0.54 | 150'000 | 150'000 | 150'000 | 150'000 | 77'359 | 78'859 | 99.98% | 99.98% |
11.06.2020 | 1.93% | 0.53 | 0.54 | 160'000 | 160'000 | 160'000 | 160'000 | 82'178 | 83'778 | 100.00% | 100.00% |
10.06.2020 | 2.12% | 0.49 | 0.50 | 160'000 | 160'000 | 160'000 | 160'000 | 74'702 | 76'302 | 99.62% | 99.62% |
09.06.2020 | 2.17% | 0.45 | 0.46 | 160'000 | 160'000 | 160'000 | 160'000 | 73'048 | 74'648 | 99.86% | 99.86% |