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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 956'703 | 478'351 | 9'567 | 9'567 | 99.49% | 99.49% |
18.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.13% | 99.13% |
17.06.2020 | 66.41% | 0.01 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 499'463 | 10'097 | 10'033 | 87.24% | 99.63% |
16.06.2020 | 37.65% | 0.02 | 0.03 | 1'000'000 | 400'000 | 985'019 | 413'977 | 22'026 | 13'229 | 99.11% | 99.11% |
15.06.2020 | 17.37% | 0.04 | 0.05 | 900'000 | 300'000 | 708'509 | 236'170 | 37'759 | 14'948 | 99.73% | 99.73% |
12.06.2020 | 27.52% | 0.04 | 0.05 | 900'000 | 300'000 | 988'722 | 390'309 | 31'251 | 16'170 | 99.92% | 99.92% |
11.06.2020 | 38.14% | 0.04 | 0.05 | 900'000 | 300'000 | 996'901 | 479'607 | 21'659 | 15'040 | 99.86% | 99.86% |
10.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.81% | 99.81% |
09.06.2020 | 65.06% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'603 | 10'302 | 99.93% | 99.93% |