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 | - | - |
21.06.2019 | 89.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'954 | 21'497 | 84.92% | 92.09% |
20.06.2019 | 35.84% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'091 | 34'091 | 97.91% | 97.91% |
19.06.2019 | 7.27% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 133'559 | 143'559 | 100.00% | 100.00% |
18.06.2019 | 4.06% | 0.13 | 0.14 | 570'000 | 570'000 | 570'000 | 570'000 | 174'863 | 180'563 | 95.56% | 95.56% |
17.06.2019 | 2.02% | 0.48 | 0.49 | 680'000 | 680'000 | 680'000 | 680'000 | 334'372 | 341'172 | 100.00% | 100.00% |
14.06.2019 | 1.88% | 0.53 | 0.54 | 680'000 | 680'000 | 680'000 | 680'000 | 359'197 | 365'997 | 99.32% | 99.32% |
13.06.2019 | 2.57% | 0.41 | 0.42 | 650'000 | 650'000 | 650'000 | 650'000 | 251'035 | 257'535 | 98.22% | 98.22% |
12.06.2019 | 1.90% | 0.50 | 0.51 | 720'000 | 720'000 | 720'000 | 720'000 | 376'970 | 384'170 | 99.42% | 99.42% |
11.06.2019 | 2.65% | 0.40 | 0.41 | 670'000 | 670'000 | 670'000 | 670'000 | 250'225 | 256'925 | 95.37% | 95.37% |