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 | - | - | 0.04 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | - | - | 0.04 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
17.06.2020 | - | 0.01 | 0.02 | 300'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.53% |
16.06.2020 | 89.68% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 2'680 | 6'467 | 82.05% | 100.00% |
15.06.2020 | 77.06% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'013 | 6'432 | 99.94% | 99.94% |
12.06.2020 | 38.46% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'368 | 9'368 | 99.97% | 99.97% |
11.06.2020 | 36.58% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'771 | 9'771 | 100.00% | 100.00% |
10.06.2020 | 27.40% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 9'551 | 12'551 | 94.75% | 94.75% |
09.06.2020 | 33.10% | 0.03 | 0.04 | 270'000 | 270'000 | 270'000 | 270'000 | 6'975 | 9'675 | 99.86% | 99.86% |