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 | 4.93% | 0.50 | 0.52 | 100'000 | 100'000 | 100'604 | 100'000 | 50'838 | 53'092 | 100.00% | 100.00% |
18.06.2020 | 3.76% | 0.54 | 0.56 | 100'000 | 100'000 | 99'188 | 99'185 | 52'397 | 54'384 | 100.00% | 100.00% |
17.06.2020 | 4.23% | 0.50 | 0.52 | 100'000 | 100'000 | 113'038 | 100'000 | 52'343 | 48'411 | 100.00% | 100.00% |
16.06.2020 | 4.95% | 0.40 | 0.42 | 130'000 | 100'000 | 131'569 | 100'000 | 51'838 | 41'418 | 94.28% | 94.28% |
15.06.2020 | 6.31% | 0.35 | 0.37 | 150'000 | 100'000 | 168'829 | 100'000 | 51'818 | 32'848 | 97.86% | 97.86% |
12.06.2020 | 5.60% | 0.32 | 0.34 | 160'000 | 100'000 | 148'933 | 100'000 | 51'683 | 36'764 | 100.00% | 100.00% |
11.06.2020 | 4.98% | 0.36 | 0.38 | 140'000 | 100'000 | 132'354 | 99'833 | 51'972 | 41'259 | 98.89% | 98.89% |
10.06.2020 | 3.81% | 0.51 | 0.53 | 100'000 | 100'000 | 100'910 | 100'000 | 51'915 | 53'469 | 100.00% | 100.00% |
09.06.2020 | 3.88% | 0.50 | 0.52 | 100'000 | 100'000 | 101'679 | 100'000 | 51'424 | 52'602 | 100.00% | 100.00% |