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 | - | - | 0.01 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 10'000 | 15'000 | 0.14% | 100.00% |
17.06.2020 | 38.44% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 22'678 | 24'508 | 99.76% | 99.76% |
16.06.2020 | 23.10% | 0.03 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 39'368 | 37'026 | 99.75% | 99.75% |
15.06.2020 | 42.75% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 18'976 | 21'732 | 98.98% | 98.98% |
12.06.2020 | 21.40% | 0.03 | 0.04 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 42'590 | 39'443 | 99.30% | 99.30% |
11.06.2020 | 16.50% | 0.04 | 0.05 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 57'352 | 50'514 | 98.86% | 98.86% |
10.06.2020 | 7.23% | 0.12 | 0.13 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 134'770 | 108'577 | 99.64% | 99.64% |
09.06.2020 | 7.42% | 0.14 | 0.15 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 130'383 | 105'288 | 99.54% | 99.54% |