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 | 13.08% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 33'239 | 12'580 | 99.95% | 99.95% |
18.06.2020 | 29.12% | 0.06 | 0.07 | 600'000 | 200'000 | 815'341 | 280'007 | 24'704 | 11'199 | 94.87% | 94.87% |
17.06.2020 | 18.01% | 0.05 | 0.06 | 750'000 | 250'000 | 738'507 | 246'169 | 37'337 | 14'907 | 99.76% | 99.76% |
16.06.2020 | 29.40% | 0.03 | 0.04 | 1'000'000 | 400'000 | 988'081 | 388'202 | 29'261 | 15'315 | 99.69% | 99.69% |
15.06.2020 | 43.24% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'981 | 14'490 | 100.00% | 100.00% |
12.06.2020 | 19.51% | 0.02 | 0.03 | 1'000'000 | 500'000 | 953'104 | 358'249 | 45'158 | 20'354 | 99.97% | 99.97% |
11.06.2020 | 17.83% | 0.05 | 0.06 | 1'000'000 | 400'000 | 911'381 | 320'983 | 47'086 | 19'671 | 99.85% | 99.85% |
10.06.2020 | 6.56% | 0.11 | 0.12 | 600'000 | 200'000 | 599'433 | 199'811 | 89'336 | 31'777 | 99.51% | 99.51% |
09.06.2020 | 5.62% | 0.19 | 0.20 | 450'000 | 150'000 | 557'797 | 185'932 | 96'186 | 33'921 | 99.86% | 99.86% |