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 | 3.95% | 0.48 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 99'314 | 103'314 | 100.00% | 100.00% |
18.06.2020 | 3.68% | 0.55 | 0.57 | 210'000 | 210'000 | 210'000 | 210'000 | 112'763 | 116'963 | 99.32% | 99.32% |
17.06.2020 | 3.38% | 0.55 | 0.57 | 210'000 | 210'000 | 210'000 | 210'000 | 122'642 | 126'842 | 99.70% | 99.70% |
16.06.2020 | 3.72% | 0.52 | 0.54 | 210'000 | 210'000 | 210'000 | 210'000 | 111'247 | 115'447 | 99.94% | 99.94% |
15.06.2020 | 3.01% | 0.59 | 0.61 | 230'000 | 230'000 | 229'998 | 230'000 | 151'455 | 156'056 | 100.00% | 100.00% |
12.06.2020 | 4.05% | 0.52 | 0.54 | 230'000 | 230'000 | 230'000 | 230'000 | 111'668 | 116'268 | 100.00% | 100.00% |
11.06.2020 | 3.95% | 0.44 | 0.46 | 220'000 | 220'000 | 220'000 | 220'000 | 109'843 | 114'243 | 99.95% | 99.95% |
10.06.2020 | 3.20% | 0.65 | 0.67 | 220'000 | 220'000 | 220'000 | 220'000 | 135'469 | 139'869 | 99.16% | 99.16% |
09.06.2020 | 2.77% | 0.65 | 0.67 | 220'000 | 220'000 | 220'000 | 219'999 | 157'464 | 161'863 | 99.94% | 99.94% |