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 | - | 0.39 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.05.2020 | - | 0.41 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.28% |
15.05.2020 | 1.96% | 0.49 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 100'821 | 102'821 | 28.05% | 91.84% |
14.05.2020 | 2.00% | 0.53 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 99'310 | 101'310 | 96.98% | 96.98% |
13.05.2020 | 2.09% | 0.44 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 95'038 | 97'038 | 100.00% | 100.00% |
12.05.2020 | 2.12% | 0.59 | 0.60 | 100'000 | 100'000 | 112'948 | 100'000 | 52'649 | 47'873 | 84.30% | 84.30% |
11.05.2020 | 1.51% | 0.67 | 0.68 | 100'000 | 100'000 | 100'000 | 100'000 | 65'945 | 66'945 | 100.00% | 100.00% |
08.05.2020 | 1.48% | 0.66 | 0.67 | 100'000 | 100'000 | 99'455 | 99'455 | 68'309 | 69'314 | 99.99% | 99.99% |
07.05.2020 | 1.44% | 0.72 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 69'067 | 70'067 | 99.98% | 99.98% |