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 | - | 0.47 | 0.45 | 450'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | 5.34% | 0.42 | 0.44 | 450'000 | 150'000 | 450'000 | 150'000 | 164'339 | 57'780 | 94.79% | 94.79% |
17.06.2020 | 5.01% | 0.39 | 0.41 | 450'000 | 150'000 | 450'000 | 150'000 | 175'134 | 61'378 | 99.79% | 99.79% |
16.06.2020 | 5.99% | 0.33 | 0.35 | 450'000 | 150'000 | 450'000 | 150'000 | 145'863 | 51'621 | 99.75% | 99.75% |
15.06.2020 | 4.38% | 0.25 | 0.26 | 450'000 | 150'000 | 450'078 | 150'026 | 101'508 | 35'336 | 99.85% | 99.85% |
12.06.2020 | 3.19% | 0.25 | 0.26 | 450'000 | 150'000 | 450'000 | 150'000 | 139'432 | 47'977 | 99.97% | 99.97% |
11.06.2020 | 3.04% | 0.28 | 0.29 | 450'000 | 150'000 | 450'000 | 150'000 | 146'362 | 50'287 | 99.26% | 99.26% |
10.06.2020 | 2.02% | 0.44 | 0.45 | 450'000 | 150'000 | 450'000 | 150'000 | 221'293 | 75'264 | 99.50% | 99.50% |
09.06.2020 | 1.90% | 0.54 | 0.55 | 450'000 | 150'000 | 450'000 | 150'000 | 234'242 | 79'581 | 99.95% | 99.95% |