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 | 3.11% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 63'435 | 65'435 | 99.97% | 99.97% |
18.06.2020 | 3.13% | 0.32 | 0.33 | 210'000 | 210'000 | 210'000 | 210'000 | 66'110 | 68'210 | 99.45% | 99.45% |
17.06.2020 | 3.45% | 0.31 | 0.32 | 210'000 | 210'000 | 210'000 | 210'000 | 59'897 | 61'997 | 99.16% | 99.16% |
16.06.2020 | 3.60% | 0.29 | 0.30 | 210'000 | 210'000 | 210'000 | 210'000 | 57'375 | 59'475 | 99.14% | 99.14% |
15.06.2020 | 3.14% | 0.27 | 0.28 | 210'000 | 210'000 | 210'000 | 210'000 | 66'043 | 68'143 | 98.65% | 98.65% |
12.06.2020 | 3.36% | 0.32 | 0.33 | 210'000 | 210'000 | 210'000 | 210'000 | 61'425 | 63'525 | 98.99% | 98.99% |
11.06.2020 | 3.38% | 0.32 | 0.33 | 230'000 | 230'000 | 230'000 | 230'000 | 67'047 | 69'347 | 95.24% | 95.24% |
10.06.2020 | 4.80% | 0.22 | 0.23 | 240'000 | 240'000 | 240'000 | 240'000 | 48'966 | 51'366 | 98.73% | 98.73% |
09.06.2020 | 5.07% | 0.18 | 0.19 | 270'000 | 270'000 | 270'000 | 270'000 | 52'284 | 54'984 | 98.79% | 98.79% |