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 | 3.04% | 0.32 | 0.33 | 150'000 | 150'000 | 150'000 | 150'000 | 48'545 | 50'045 | 98.74% | 98.74% |
18.06.2020 | 3.23% | 0.31 | 0.32 | 710'000 | 710'000 | 364'839 | 364'839 | 110'540 | 114'188 | 99.20% | 99.20% |
17.06.2020 | 2.98% | 0.32 | 0.33 | 720'000 | 720'000 | 369'308 | 369'308 | 122'079 | 125'772 | 98.76% | 98.76% |
16.06.2020 | 3.56% | 0.28 | 0.29 | 740'000 | 740'000 | 377'593 | 377'622 | 107'789 | 111'573 | 97.81% | 97.81% |
15.06.2020 | 6.72% | 0.18 | 0.19 | 790'000 | 790'000 | 407'265 | 407'265 | 63'143 | 67'215 | 95.56% | 95.56% |
12.06.2020 | 4.15% | 0.20 | 0.21 | 830'000 | 830'000 | 418'599 | 418'599 | 99'177 | 103'363 | 96.59% | 96.59% |
11.06.2020 | 3.60% | 0.27 | 0.28 | 720'000 | 720'000 | 355'393 | 355'393 | 97'657 | 101'211 | 85.36% | 85.36% |
10.06.2020 | 3.69% | 0.31 | 0.32 | 750'000 | 750'000 | 379'879 | 379'879 | 105'133 | 108'932 | 98.11% | 98.11% |
09.06.2020 | 7.08% | 0.21 | 0.22 | 820'000 | 820'000 | 420'556 | 420'556 | 63'451 | 67'657 | 98.86% | 98.86% |