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 | 19.39% | 0.10 | 0.12 | 500'000 | 100'000 | 464'443 | 100'000 | 50'167 | 13'173 | 100.00% | 100.00% |
18.06.2020 | 13.02% | 0.14 | 0.16 | 360'000 | 100'000 | 375'880 | 99'184 | 50'049 | 15'137 | 100.00% | 100.00% |
17.06.2020 | 11.68% | 0.12 | 0.13 | 420'000 | 100'000 | 493'131 | 100'000 | 41'138 | 9'379 | 92.61% | 92.61% |
16.06.2020 | 19.15% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 23'861 | 5'772 | 93.51% | 93.51% |
15.06.2020 | 43.19% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 9'639 | 2'928 | 98.69% | 98.69% |
12.06.2020 | 24.29% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 18'418 | 4'683 | 100.00% | 100.00% |
11.06.2020 | 15.26% | 0.04 | 0.05 | 500'000 | 100'000 | 498'934 | 99'832 | 30'921 | 7'186 | 96.70% | 96.70% |
10.06.2020 | 6.54% | 0.14 | 0.15 | 360'000 | 100'000 | 343'768 | 100'000 | 50'847 | 15'868 | 100.00% | 100.00% |
09.06.2020 | 6.48% | 0.14 | 0.15 | 360'000 | 100'000 | 339'800 | 100'000 | 50'706 | 16'023 | 81.41% | 81.41% |