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 | 1.36% | 0.74 | 0.75 | 110'000 | 110'000 | 110'000 | 110'000 | 80'525 | 81'625 | 100.00% | 100.00% |
18.06.2020 | 1.43% | 0.69 | 0.70 | 260'000 | 260'000 | 146'961 | 146'961 | 101'267 | 102'736 | 98.41% | 98.41% |
17.06.2020 | 1.40% | 0.66 | 0.67 | 260'000 | 260'000 | 147'582 | 147'582 | 103'661 | 105'136 | 98.00% | 98.00% |
16.06.2020 | 1.38% | 0.71 | 0.72 | 260'000 | 260'000 | 147'318 | 147'318 | 106'479 | 107'952 | 99.09% | 99.09% |
15.06.2020 | 1.92% | 0.59 | 0.60 | 260'000 | 260'000 | 147'164 | 147'164 | 78'321 | 79'793 | 98.33% | 98.33% |
12.06.2020 | 1.68% | 0.55 | 0.56 | 270'000 | 270'000 | 152'108 | 152'108 | 89'896 | 91'417 | 98.80% | 98.80% |
11.06.2020 | 3.21% | 0.58 | 0.59 | 260'000 | 260'000 | 147'295 | 147'295 | 94'437 | 97'295 | 98.83% | 98.83% |
10.06.2020 | 1.27% | 0.74 | 0.75 | 260'000 | 260'000 | 147'456 | 147'456 | 114'491 | 115'966 | 98.44% | 98.44% |
09.06.2020 | 1.58% | 0.76 | 0.77 | 260'000 | 260'000 | 147'579 | 147'579 | 96'673 | 98'148 | 98.46% | 98.46% |