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 | - | - |
18.06.2020 | 1.02% | 2.40 | 2.42 | 300'000 | 300'000 | 300'000 | 300'000 | 707'082 | 714'318 | 94.03% | 94.03% |
17.06.2020 | 1.04% | 2.39 | 2.41 | 300'000 | 300'000 | 300'000 | 300'000 | 693'324 | 700'590 | 98.15% | 98.15% |
16.06.2020 | 1.16% | 2.02 | 2.04 | 300'000 | 300'000 | 300'000 | 300'000 | 624'212 | 631'472 | 95.72% | 95.72% |
15.06.2020 | 1.50% | 1.75 | 1.77 | 300'000 | 300'000 | 300'000 | 300'000 | 481'134 | 488'391 | 89.17% | 89.17% |
12.06.2020 | 1.37% | 1.65 | 1.68 | 300'000 | 300'000 | 300'000 | 300'000 | 522'333 | 529'506 | 95.58% | 95.58% |
11.06.2020 | 1.27% | 1.72 | 1.74 | 300'000 | 300'000 | 300'000 | 300'000 | 581'813 | 589'234 | 94.61% | 94.61% |
10.06.2020 | 1.02% | 2.32 | 2.34 | 300'000 | 300'000 | 300'000 | 300'000 | 701'344 | 708'501 | 99.07% | 99.07% |
09.06.2020 | 1.02% | 2.38 | 2.40 | 300'000 | 300'000 | 300'000 | 300'000 | 694'117 | 701'252 | 100.00% | 100.00% |
08.06.2020 | 1.04% | 2.32 | 2.34 | 300'000 | 300'000 | 300'000 | 300'000 | 693'631 | 700'862 | 99.38% | 99.38% |