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 | - | - |
19.05.2020 | - | 0.17 | - | 310'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 43.55% |
18.05.2020 | - | 0.17 | - | 290'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.05.2020 | 0.95% | 0.32 | 0.32 | 160'000 | 100'000 | 164'407 | 100'000 | 51'625 | 31'716 | 28.05% | 82.07% |
14.05.2020 | 0.81% | 0.41 | 0.42 | 130'000 | 100'000 | 141'012 | 100'000 | 51'924 | 37'314 | 71.44% | 71.44% |
13.05.2020 | 0.71% | 0.29 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 56'602 | 57'002 | 100.00% | 100.00% |
12.05.2020 | 0.77% | 0.26 | 0.26 | 200'000 | 200'000 | 200'422 | 200'000 | 51'747 | 52'042 | 100.00% | 100.00% |
11.05.2020 | 0.74% | 0.27 | 0.27 | 200'000 | 200'000 | 200'084 | 200'000 | 53'721 | 54'101 | 100.00% | 100.00% |
08.05.2020 | 1.13% | 0.27 | 0.28 | 190'000 | 100'000 | 180'578 | 99'182 | 51'046 | 28'354 | 100.00% | 100.00% |
07.05.2020 | 0.93% | 0.31 | 0.31 | 170'000 | 100'000 | 161'152 | 100'000 | 51'918 | 32'535 | 100.00% | 100.00% |