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 | 2.67% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 55'382 | 56'882 | 100.00% | 100.00% |
18.06.2020 | 2.79% | 0.36 | 0.37 | 150'000 | 150'000 | 151'813 | 151'813 | 53'775 | 55'293 | 99.62% | 99.62% |
17.06.2020 | 2.66% | 0.36 | 0.37 | 150'000 | 150'000 | 150'000 | 150'000 | 55'621 | 57'121 | 99.26% | 99.26% |
16.06.2020 | 2.59% | 0.35 | 0.36 | 150'000 | 150'000 | 144'338 | 144'337 | 54'889 | 56'332 | 99.73% | 99.73% |
15.06.2020 | 3.52% | 0.30 | 0.31 | 200'000 | 200'000 | 196'324 | 196'325 | 54'774 | 56'738 | 99.98% | 99.98% |
12.06.2020 | 2.94% | 0.31 | 0.32 | 175'000 | 175'000 | 162'995 | 162'995 | 54'681 | 56'311 | 99.76% | 99.76% |
11.06.2020 | 2.77% | 0.32 | 0.33 | 175'000 | 175'000 | 152'591 | 152'592 | 54'436 | 55'962 | 99.16% | 99.16% |
10.06.2020 | 2.23% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 55'609 | 56'859 | 99.59% | 99.59% |
09.06.2020 | 2.28% | 0.46 | 0.47 | 125'000 | 125'000 | 124'944 | 124'943 | 54'243 | 55'492 | 99.11% | 99.11% |