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 | 56.42% | 0.03 | 0.06 | 600'000 | 1'500 | 600'000 | 600'000 | 16'601 | 29'688 | 13.80% | 45.10% |
17.06.2020 | 18.96% | 0.05 | 0.06 | 600'000 | 600'000 | 599'998 | 599'999 | 28'767 | 34'767 | 98.19% | 98.19% |
16.06.2020 | 27.99% | 0.04 | 0.05 | 600'000 | 600'000 | 600'000 | 600'000 | 18'786 | 24'786 | 94.34% | 94.34% |
15.06.2020 | 49.40% | 0.03 | 0.04 | 600'000 | 600'000 | 600'000 | 599'992 | 10'384 | 16'517 | 96.27% | 97.17% |
12.06.2020 | 67.12% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 6'164 | 12'275 | 98.93% | 98.93% |
11.06.2020 | 97.69% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 4'255 | 12'000 | 99.14% | 99.46% |
10.06.2020 | 77.43% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 5'396 | 12'002 | 99.00% | 99.00% |
09.06.2020 | 65.13% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 6'331 | 12'355 | 99.43% | 99.43% |