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 | - | - |
18.06.2020 | 2.44% | 0.81 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 486'791 | 166'264 | 99.24% | 99.24% |
17.06.2020 | 2.45% | 0.82 | 0.84 | 600'000 | 200'000 | 600'000 | 200'000 | 484'354 | 165'451 | 98.96% | 98.96% |
16.06.2020 | 2.45% | 0.83 | 0.85 | 600'000 | 200'000 | 600'000 | 200'000 | 482'910 | 164'970 | 98.94% | 98.94% |
15.06.2020 | 2.26% | 0.84 | 0.86 | 600'000 | 200'000 | 600'000 | 200'000 | 524'780 | 178'927 | 98.15% | 98.15% |
12.06.2020 | 1.16% | 0.87 | 0.88 | 600'000 | 200'000 | 600'000 | 200'000 | 512'608 | 172'869 | 98.29% | 98.29% |
11.06.2020 | 1.15% | 0.88 | 0.89 | 600'000 | 200'000 | 600'000 | 200'000 | 517'254 | 174'418 | 94.73% | 94.73% |
10.06.2020 | 1.33% | 0.77 | 0.78 | 600'000 | 200'000 | 600'000 | 200'000 | 449'762 | 151'921 | 99.34% | 99.34% |
09.06.2020 | 1.38% | 0.72 | 0.73 | 600'000 | 200'000 | 600'000 | 200'000 | 430'509 | 145'503 | 97.97% | 97.97% |
08.06.2020 | 1.57% | 0.66 | 0.67 | 600'000 | 200'000 | 601'626 | 200'542 | 381'234 | 129'083 | 99.64% | 99.64% |