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 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'000 | 22.72% | 98.93% |
18.06.2020 | 114.77% | 0.01 | 0.02 | 200'000 | 200'000 | 111'593 | 111'593 | 660 | 2'254 | 87.60% | 98.45% |
17.06.2020 | 110.09% | 0.01 | 0.02 | 200'000 | 200'000 | 121'887 | 121'887 | 802 | 2'451 | 97.20% | 97.20% |
16.06.2020 | 77.93% | 0.02 | 0.03 | 200'000 | 200'000 | 121'570 | 121'570 | 1'129 | 2'516 | 98.00% | 98.24% |
15.06.2020 | 108.64% | 0.01 | 0.02 | 200'000 | 200'000 | 121'484 | 121'484 | 892 | 2'533 | 98.00% | 98.00% |
12.06.2020 | 46.68% | 0.01 | 0.02 | 200'000 | 200'000 | 121'510 | 121'510 | 2'265 | 3'593 | 99.25% | 99.25% |
11.06.2020 | 53.10% | 0.02 | 0.03 | 200'000 | 200'000 | 122'072 | 122'072 | 3'469 | 5'835 | 96.58% | 96.58% |
10.06.2020 | 21.72% | 0.05 | 0.06 | 200'000 | 200'000 | 121'747 | 121'747 | 5'038 | 6'256 | 98.06% | 98.06% |
09.06.2020 | 29.98% | 0.05 | 0.06 | 200'000 | 200'000 | 121'867 | 121'867 | 3'827 | 5'046 | 97.71% | 97.71% |