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 | 8.02% | 0.35 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 53'912 | 58'412 | 100.00% | 100.00% |
18.06.2020 | 8.34% | 0.35 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 51'752 | 56'252 | 99.99% | 99.99% |
17.06.2020 | 2.91% | 0.34 | 0.35 | 150'000 | 150'000 | 150'000 | 150'000 | 50'939 | 52'439 | 99.51% | 99.51% |
16.06.2020 | 3.31% | 0.32 | 0.33 | 160'000 | 160'000 | 160'000 | 160'000 | 47'735 | 49'335 | 100.00% | 100.00% |
15.06.2020 | 3.09% | 0.31 | 0.32 | 160'000 | 160'000 | 160'000 | 160'000 | 51'036 | 52'636 | 100.00% | 100.00% |
12.06.2020 | 3.11% | 0.33 | 0.34 | 160'000 | 160'000 | 160'000 | 160'000 | 50'694 | 52'294 | 100.00% | 100.00% |
11.06.2020 | 3.13% | 0.33 | 0.34 | 160'000 | 160'000 | 160'000 | 160'000 | 50'351 | 51'951 | 100.00% | 100.00% |
10.06.2020 | 3.65% | 0.29 | 0.30 | 160'000 | 160'000 | 160'000 | 160'000 | 43'134 | 44'734 | 99.62% | 99.62% |
09.06.2020 | 3.79% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 41'457 | 43'057 | 99.89% | 99.89% |