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 | 5.89% | 0.84 | 0.89 | 30'000 | 30'000 | 30'000 | 30'000 | 24'720 | 26'220 | 100.00% | 100.00% |
18.06.2020 | 5.80% | 0.80 | 0.82 | 50'000 | 50'000 | 34'284 | 34'284 | 25'260 | 26'653 | 99.18% | 99.18% |
17.06.2020 | 5.58% | 0.76 | 0.78 | 50'000 | 50'000 | 34'294 | 34'294 | 26'030 | 27'423 | 99.08% | 99.08% |
16.06.2020 | 7.68% | 0.68 | 0.70 | 50'000 | 50'000 | 34'259 | 34'259 | 23'311 | 25'026 | 98.76% | 98.76% |
15.06.2020 | 9.26% | 0.57 | 0.59 | 50'000 | 50'000 | 34'377 | 34'377 | 18'846 | 20'530 | 82.94% | 82.94% |
12.06.2020 | 6.51% | 0.56 | 0.58 | 50'000 | 50'000 | 34'309 | 34'309 | 21'940 | 23'332 | 99.36% | 99.36% |
11.06.2020 | 6.27% | 0.61 | 0.63 | 50'000 | 50'000 | 34'332 | 34'332 | 22'837 | 24'229 | 98.53% | 98.53% |
10.06.2020 | 4.78% | 0.82 | 0.84 | 50'000 | 50'000 | 34'382 | 34'382 | 30'137 | 31'527 | 97.73% | 97.73% |
09.06.2020 | 4.65% | 0.95 | 0.97 | 50'000 | 50'000 | 34'343 | 34'343 | 31'416 | 32'808 | 98.48% | 98.48% |