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 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 99.05% | 99.05% |
18.06.2020 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 100.00% | 100.00% |
17.06.2020 | 44.16% | 0.01 | 0.02 | 600'000 | 200'000 | 599'988 | 200'000 | 11'064 | 5'688 | 99.84% | 99.84% |
16.06.2020 | 66.67% | 0.01 | 0.02 | 600'000 | 200'000 | 600'000 | 200'000 | 6'000 | 4'000 | 98.67% | 98.67% |
15.06.2020 | 25.36% | 0.03 | 0.04 | 600'000 | 200'000 | 600'000 | 200'000 | 21'583 | 9'194 | 97.81% | 97.81% |
12.06.2020 | 14.32% | 0.05 | 0.06 | 600'000 | 200'000 | 600'000 | 200'000 | 40'723 | 15'574 | 97.76% | 97.76% |
11.06.2020 | 14.36% | 0.06 | 0.07 | 600'000 | 200'000 | 600'000 | 200'000 | 39'028 | 15'009 | 96.49% | 96.49% |
10.06.2020 | 15.00% | 0.07 | 0.08 | 600'000 | 200'000 | 600'000 | 200'000 | 37'607 | 14'536 | 99.74% | 99.74% |
09.06.2020 | 11.51% | 0.08 | 0.09 | 600'000 | 200'000 | 600'000 | 200'000 | 49'529 | 18'510 | 99.43% | 99.43% |