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 | 6.91% | 0.07 | 0.08 | 725'000 | 375'000 | 725'650 | 366'604 | 50'720 | 27'639 | 99.87% | 99.87% |
18.06.2020 | 13.28% | 0.03 | 0.04 | 1'000'000 | 250'000 | 990'118 | 282'649 | 36'674 | 12'441 | 99.86% | 99.86% |
17.06.2020 | 8.96% | 0.08 | 0.08 | 625'000 | 325'000 | 897'088 | 392'733 | 48'391 | 23'862 | 99.97% | 99.97% |
16.06.2020 | 11.39% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 278'683 | 42'035 | 13'281 | 99.92% | 99.92% |
15.06.2020 | 14.76% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 252'615 | 32'897 | 9'606 | 100.00% | 100.00% |
12.06.2020 | 15.68% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'663 | 8'666 | 83.64% | 83.64% |
11.06.2020 | 10.55% | 0.03 | 0.04 | 1'000'000 | 250'000 | 995'752 | 319'804 | 45'069 | 16'402 | 97.88% | 97.88% |
10.06.2020 | 9.05% | 0.07 | 0.07 | 925'000 | 475'000 | 954'366 | 470'941 | 50'475 | 27'332 | 100.00% | 100.00% |
09.06.2020 | 6.86% | 0.08 | 0.08 | 775'000 | 400'000 | 674'970 | 382'370 | 51'033 | 31'783 | 99.70% | 99.70% |