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 | 1'000'000 | 500'000 | 1'000'000 | 499'976 | 10'000 | 10'000 | 99.92% | 99.92% |
18.06.2020 | 65.93% | 0.01 | 0.02 | 1'000'000 | 500'000 | 997'726 | 486'980 | 10'231 | 9'828 | 99.59% | 99.59% |
17.06.2020 | 38.84% | 0.03 | 0.04 | 600'000 | 200'000 | 860'216 | 314'260 | 18'160 | 9'684 | 99.55% | 99.55% |
16.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.77% | 99.77% |
15.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
12.06.2020 | 66.62% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'016 | 10'008 | 99.97% | 99.97% |
11.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.97% | 99.97% |
10.06.2020 | 64.81% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 497'107 | 10'696 | 10'261 | 99.49% | 99.49% |
09.06.2020 | 40.58% | 0.02 | 0.03 | 1'000'000 | 400'000 | 985'257 | 453'585 | 20'014 | 13'598 | 99.94% | 99.94% |