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 | - | - |
18.06.2020 | 6.96% | 0.28 | 0.30 | 600'000 | 200'000 | 600'000 | 200'000 | 166'561 | 59'520 | 99.46% | 99.46% |
17.06.2020 | 7.06% | 0.29 | 0.31 | 600'000 | 200'000 | 600'000 | 200'000 | 164'122 | 58'707 | 99.00% | 99.00% |
16.06.2020 | 7.19% | 0.29 | 0.31 | 600'000 | 200'000 | 631'659 | 210'553 | 169'482 | 60'705 | 98.82% | 98.82% |
15.06.2020 | 5.72% | 0.31 | 0.33 | 600'000 | 200'000 | 600'000 | 200'000 | 203'727 | 71'909 | 98.38% | 98.38% |
12.06.2020 | 3.08% | 0.34 | 0.35 | 750'000 | 250'000 | 749'916 | 249'972 | 239'734 | 82'411 | 98.43% | 98.43% |
11.06.2020 | 3.00% | 0.35 | 0.36 | 750'000 | 250'000 | 750'000 | 250'000 | 247'049 | 84'850 | 94.74% | 94.74% |
10.06.2020 | 4.41% | 0.24 | 0.25 | 750'000 | 250'000 | 752'742 | 250'914 | 167'770 | 58'433 | 99.30% | 99.30% |
09.06.2020 | 5.05% | 0.19 | 0.20 | 750'000 | 250'000 | 767'645 | 255'882 | 148'230 | 51'969 | 97.93% | 97.93% |
08.06.2020 | 7.42% | 0.15 | 0.16 | 900'000 | 300'000 | 976'007 | 376'007 | 126'960 | 52'480 | 99.65% | 99.65% |