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 | 1.18% | 5.99 | 6.06 | 30'000 | 30'000 | 30'000 | 30'000 | 177'632 | 179'732 | 99.38% | 99.38% |
18.06.2020 | 1.09% | 5.82 | 5.89 | 130'000 | 130'000 | 50'441 | 50'441 | 291'266 | 294'594 | 94.17% | 94.17% |
17.06.2020 | 0.33% | 5.96 | 5.98 | 130'000 | 130'000 | 49'414 | 49'414 | 299'640 | 300'629 | 94.61% | 94.61% |
16.06.2020 | 0.33% | 5.83 | 5.85 | 130'000 | 130'000 | 46'241 | 46'241 | 279'274 | 280'199 | 92.02% | 92.02% |
15.06.2020 | 0.42% | 5.12 | 5.14 | 130'000 | 130'000 | 49'684 | 49'684 | 240'208 | 241'202 | 96.65% | 96.65% |
12.06.2020 | 0.37% | 5.15 | 5.17 | 130'000 | 130'000 | 48'774 | 48'774 | 264'762 | 265'738 | 94.41% | 94.41% |
11.06.2020 | 0.34% | 5.56 | 5.58 | 130'000 | 130'000 | 48'635 | 48'635 | 284'892 | 285'865 | 94.26% | 94.26% |
10.06.2020 | 0.36% | 6.67 | 6.69 | 130'000 | 130'000 | 50'104 | 50'104 | 339'752 | 340'902 | 96.12% | 96.12% |
09.06.2020 | 0.43% | 7.00 | 7.03 | 130'000 | 130'000 | 50'803 | 50'803 | 351'957 | 353'481 | 96.35% | 96.35% |