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 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 100.00% | 100.00% |
18.06.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 99.43% | 99.43% |
17.06.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 98.02% | 98.02% |
16.06.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 99.87% | 99.87% |
15.06.2020 | 23.74% | 0.02 | 0.03 | 300'000 | 100'000 | 300'000 | 100'000 | 12'135 | 5'045 | 99.86% | 99.86% |
12.06.2020 | 32.07% | 0.05 | 0.06 | 600'000 | 200'000 | 600'000 | 200'000 | 17'061 | 7'687 | 99.96% | 99.96% |
11.06.2020 | 40.76% | 0.02 | 0.03 | 600'000 | 200'000 | 600'000 | 200'000 | 11'828 | 5'943 | 100.00% | 100.00% |
10.06.2020 | 64.28% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'536 | 4'179 | 99.56% | 99.56% |
09.06.2020 | 59.77% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'776 | 2'259 | 99.99% | 99.99% |