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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 958'836 | 479'418 | 9'588 | 9'588 | 99.52% | 99.52% |
18.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.14% | 99.14% |
17.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 78.04% | 99.80% |
16.06.2020 | 66.50% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 499'143 | 10'061 | 10'007 | 99.67% | 99.71% |
15.06.2020 | 64.07% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'973 | 10'487 | 99.94% | 99.94% |
12.06.2020 | 20.64% | 0.03 | 0.04 | 900'000 | 300'000 | 688'736 | 229'579 | 30'221 | 12'369 | 99.96% | 99.96% |
11.06.2020 | 23.16% | 0.03 | 0.04 | 1'000'000 | 400'000 | 723'806 | 241'626 | 27'844 | 11'707 | 99.90% | 99.90% |
10.06.2020 | 9.61% | 0.11 | 0.12 | 450'000 | 150'000 | 434'206 | 144'735 | 43'052 | 15'798 | 99.57% | 99.57% |
09.06.2020 | 11.33% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 38'189 | 14'230 | 99.91% | 99.91% |