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 | 500'000 | 10'000 | 10'000 | 99.92% | 99.92% |
18.06.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 99.38% | 99.38% |
17.06.2020 | - | 0.01 | 0.01 | 1'000'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |
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 | 32.45% | 0.02 | 0.03 | 1'000'000 | 400'000 | 853'636 | 309'595 | 23'200 | 11'330 | 99.94% | 99.94% |
12.06.2020 | 33.07% | 0.03 | 0.04 | 900'000 | 300'000 | 896'000 | 329'282 | 23'397 | 11'704 | 99.82% | 99.82% |
11.06.2020 | 40.71% | 0.02 | 0.03 | 1'000'000 | 400'000 | 999'684 | 430'946 | 19'756 | 12'803 | 99.95% | 99.95% |
10.06.2020 | 38.32% | 0.02 | 0.03 | 1'000'000 | 500'000 | 998'010 | 401'255 | 21'447 | 12'615 | 99.51% | 99.51% |
09.06.2020 | 25.06% | 0.03 | 0.04 | 900'000 | 300'000 | 879'183 | 309'709 | 31'224 | 13'964 | 99.93% | 99.93% |