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 | 31.95% | 0.12 | 0.16 | 30'000 | 30'000 | 30'000 | 30'000 | 3'170 | 4'370 | 100.00% | 100.00% |
18.06.2020 | 35.49% | 0.08 | 0.09 | 70'000 | 70'000 | 46'425 | 46'425 | 2'185 | 3'043 | 99.17% | 99.17% |
17.06.2020 | 29.49% | 0.07 | 0.08 | 80'000 | 80'000 | 48'581 | 48'581 | 3'214 | 4'258 | 99.13% | 99.13% |
16.06.2020 | 35.93% | 0.04 | 0.06 | 80'000 | 80'000 | 48'523 | 48'523 | 2'284 | 3'233 | 98.73% | 98.73% |
15.06.2020 | 45.07% | 0.03 | 0.04 | 80'000 | 80'000 | 47'983 | 47'983 | 1'256 | 1'975 | 90.94% | 90.94% |
12.06.2020 | 22.71% | 0.04 | 0.06 | 80'000 | 80'000 | 48'619 | 48'619 | 3'042 | 3'830 | 99.36% | 99.36% |
11.06.2020 | 24.62% | 0.06 | 0.07 | 70'000 | 70'000 | 46'495 | 46'495 | 3'027 | 3'854 | 98.53% | 98.53% |
10.06.2020 | 14.82% | 0.14 | 0.16 | 60'000 | 60'000 | 36'579 | 36'579 | 6'745 | 7'762 | 97.63% | 97.63% |
09.06.2020 | 13.74% | 0.24 | 0.26 | 60'000 | 60'000 | 36'514 | 36'514 | 7'968 | 9'036 | 98.48% | 98.48% |