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 | - | 0.29 | 0.28 | 300'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.31% |
18.06.2020 | 7.78% | 0.26 | 0.28 | 300'000 | 100'000 | 300'000 | 100'000 | 74'310 | 26'770 | 98.59% | 98.59% |
17.06.2020 | 7.58% | 0.27 | 0.29 | 300'000 | 100'000 | 300'000 | 100'000 | 76'288 | 27'429 | 98.51% | 98.51% |
16.06.2020 | 3.98% | 0.26 | 0.27 | 300'000 | 100'000 | 300'000 | 100'000 | 74'198 | 25'733 | 98.72% | 98.72% |
15.06.2020 | 9.30% | 0.12 | 0.13 | 450'000 | 150'000 | 467'958 | 155'986 | 48'262 | 17'647 | 99.39% | 99.39% |
12.06.2020 | 7.08% | 0.13 | 0.14 | 450'000 | 150'000 | 450'000 | 150'000 | 61'860 | 22'120 | 99.51% | 99.51% |
11.06.2020 | 6.53% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 67'175 | 23'892 | 99.45% | 99.45% |
10.06.2020 | 4.41% | 0.23 | 0.24 | 300'000 | 100'000 | 325'272 | 108'424 | 71'889 | 25'047 | 98.27% | 98.27% |
09.06.2020 | 4.41% | 0.23 | 0.24 | 450'000 | 150'000 | 450'000 | 150'000 | 100'872 | 35'124 | 99.51% | 99.51% |