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 | 2.53% | 0.77 | 0.79 | 10'000 | 10'000 | 10'000 | 10'000 | 7'802 | 8'002 | 100.00% | 100.00% |
18.06.2020 | 2.05% | 0.80 | 0.81 | 60'000 | 60'000 | 25'798 | 25'798 | 19'202 | 19'516 | 91.49% | 91.49% |
17.06.2020 | 2.21% | 0.91 | 0.92 | 60'000 | 60'000 | 25'604 | 25'604 | 19'845 | 20'155 | 94.78% | 94.78% |
16.06.2020 | 2.20% | 0.60 | 0.61 | 60'000 | 60'000 | 25'567 | 25'567 | 17'303 | 17'612 | 96.29% | 96.29% |
15.06.2020 | 3.38% | 0.59 | 0.60 | 60'000 | 60'000 | 26'529 | 26'529 | 13'128 | 13'444 | 89.26% | 89.26% |
12.06.2020 | 2.54% | 0.47 | 0.48 | 60'000 | 60'000 | 25'933 | 25'933 | 14'918 | 15'230 | 96.53% | 96.53% |
11.06.2020 | 2.49% | 0.60 | 0.61 | 60'000 | 60'000 | 25'251 | 25'251 | 15'601 | 15'908 | 95.76% | 95.76% |
10.06.2020 | 2.19% | 0.75 | 0.76 | 60'000 | 60'000 | 25'605 | 25'605 | 18'477 | 18'787 | 92.01% | 92.01% |
09.06.2020 | 2.04% | 0.69 | 0.70 | 60'000 | 60'000 | 25'987 | 25'987 | 18'563 | 18'875 | 90.56% | 90.56% |