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 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.06.2020 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.46% |
17.06.2020 | - | - | 0.02 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
16.06.2020 | 145.95% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 12'800 | 2.13% | 100.00% |
15.06.2020 | 116.78% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 3'504 | 12'800 | 55.98% | 100.00% |
12.06.2020 | 23.64% | 0.05 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 22'418 | 28'418 | 100.00% | 100.00% |
11.06.2020 | 26.38% | 0.06 | 0.08 | 400'000 | 400'000 | 400'000 | 400'000 | 19'917 | 25'917 | 100.00% | 100.00% |
10.06.2020 | 35.65% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 13'962 | 19'962 | 99.10% | 99.10% |
09.06.2020 | 49.61% | 0.03 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 9'944 | 16'116 | 99.94% | 99.94% |