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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.06.2020 | 0.84% | 2.40 | 2.42 | 750'000 | 250'000 | 888'256 | 296'085 | 2'096'870 | 704'878 | 98.26% | 98.26% |
17.06.2020 | 0.86% | 2.40 | 2.42 | 900'000 | 300'000 | 900'000 | 300'000 | 2'089'480 | 702'494 | 98.38% | 98.38% |
16.06.2020 | 0.95% | 2.06 | 2.08 | 900'000 | 300'000 | 900'000 | 300'000 | 1'879'600 | 632'534 | 98.16% | 98.16% |
15.06.2020 | 0.86% | 1.76 | 1.78 | 900'000 | 300'000 | 900'000 | 300'000 | 1'464'640 | 492'451 | 98.56% | 98.56% |
12.06.2020 | 0.57% | 1.67 | 1.68 | 900'000 | 300'000 | 900'000 | 300'000 | 1'580'040 | 529'679 | 98.99% | 98.99% |
11.06.2020 | 0.51% | 1.72 | 1.73 | 900'000 | 300'000 | 900'000 | 300'000 | 1'746'390 | 585'129 | 99.86% | 99.86% |
10.06.2020 | 0.43% | 2.33 | 2.34 | 900'000 | 300'000 | 900'000 | 300'000 | 2'112'320 | 707'107 | 99.94% | 99.94% |
09.06.2020 | 0.43% | 2.39 | 2.40 | 900'000 | 300'000 | 899'994 | 300'000 | 2'087'510 | 698'840 | 99.91% | 99.91% |