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 | 35.17% | 0.03 | 0.04 | 600'000 | 250'000 | 759'938 | 250'000 | 18'437 | 8'602 | 99.53% | 99.53% |
18.06.2020 | - | 0.03 | 0.04 | 1'000'000 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.06.2020 | 18.15% | 0.05 | 0.06 | 1'000'000 | 250'000 | 991'270 | 250'000 | 50'337 | 15'215 | 98.67% | 98.67% |
16.06.2020 | 15.58% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 59'811 | 17'453 | 98.03% | 98.03% |
15.06.2020 | 39.39% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'903 | 7'726 | 98.43% | 98.43% |
12.06.2020 | 16.91% | 0.05 | 0.06 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 54'890 | 16'223 | 99.62% | 99.62% |
11.06.2020 | 14.76% | 0.05 | 0.06 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 63'609 | 18'402 | 98.39% | 98.39% |
10.06.2020 | 6.77% | 0.13 | 0.14 | 900'000 | 250'000 | 821'607 | 250'000 | 117'549 | 38'544 | 99.91% | 99.91% |
09.06.2020 | 6.91% | 0.16 | 0.17 | 750'000 | 250'000 | 874'686 | 250'000 | 122'803 | 37'739 | 99.96% | 99.96% |