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 | 7.73% | 0.07 | 0.08 | 810'000 | 810'000 | 809'973 | 809'994 | 111'851 | 119'952 | 98.54% | 98.54% |
18.06.2020 | 2.98% | 0.31 | 0.32 | 960'000 | 960'000 | 959'973 | 959'998 | 333'948 | 343'559 | 94.78% | 94.78% |
17.06.2020 | 2.65% | 0.35 | 0.36 | 950'000 | 950'000 | 949'988 | 949'983 | 357'332 | 366'830 | 99.80% | 99.80% |
16.06.2020 | 1.84% | 0.60 | 0.61 | 610'000 | 610'000 | 610'000 | 609'975 | 336'824 | 342'911 | 95.25% | 95.25% |
15.06.2020 | 0.73% | 1.06 | 1.07 | 670'000 | 670'000 | 670'000 | 670'000 | 919'671 | 926'371 | 93.76% | 93.76% |
12.06.2020 | 1.04% | 1.16 | 1.17 | 710'000 | 710'000 | 709'990 | 709'993 | 683'945 | 691'049 | 91.68% | 91.68% |
11.06.2020 | 1.32% | 0.98 | 0.99 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 764'058 | 774'064 | 93.89% | 93.89% |
10.06.2020 | 2.76% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 999'994 | 362'706 | 372'703 | 96.31% | 96.31% |
09.06.2020 | 2.57% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 999'999 | 999'992 | 388'643 | 398'641 | 98.79% | 98.79% |