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 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
18.06.2020 | 109.89% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 1'190 | 4'000 | 44.33% | 99.45% |
17.06.2020 | 51.65% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 2'943 | 4'943 | 99.30% | 99.30% |
16.06.2020 | 29.94% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 5'844 | 7'844 | 99.14% | 99.14% |
15.06.2020 | 14.91% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 12'805 | 14'805 | 98.72% | 98.72% |
12.06.2020 | 14.83% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 12'526 | 14'526 | 98.99% | 98.99% |
11.06.2020 | 18.16% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 10'234 | 12'234 | 95.24% | 95.24% |
10.06.2020 | 29.10% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'908 | 7'908 | 98.78% | 98.78% |
09.06.2020 | 27.00% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 6'467 | 8'467 | 98.79% | 98.79% |