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 | - | - | 0.03 | 0 | 40'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.95% |
17.06.2020 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.86% |
16.06.2020 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.81% |
15.06.2020 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
12.06.2020 | 145.95% | 0.01 | 0.03 | 100'000 | 100'000 | 46'615 | 46'615 | 233 | 1'492 | 78.16% | 99.17% |
11.06.2020 | 156.61% | 0.01 | 0.03 | 100'000 | 100'000 | 57'783 | 57'783 | 289 | 2'417 | 99.06% | 99.27% |
10.06.2020 | 104.80% | 0.01 | 0.03 | 100'000 | 100'000 | 57'935 | 57'935 | 579 | 1'854 | 98.82% | 98.82% |
09.06.2020 | 139.39% | 0.01 | 0.03 | 100'000 | 100'000 | 57'930 | 57'930 | 369 | 1'854 | 99.15% | 99.15% |