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 | - | - |
29.05.2020 | 1.79% | 0.83 | 0.84 | 200'000 | 200'000 | 89'577 | 89'577 | 76'154 | 77'263 | 99.42% | 99.42% |
28.05.2020 | 1.85% | 0.75 | 0.76 | 200'000 | 200'000 | 89'824 | 89'824 | 73'109 | 74'219 | 98.89% | 98.89% |
27.05.2020 | 1.91% | 0.96 | 0.97 | 200'000 | 200'000 | 89'397 | 89'397 | 76'046 | 77'153 | 99.07% | 99.07% |
26.05.2020 | 2.98% | 0.74 | 0.75 | 200'000 | 200'000 | 90'221 | 90'221 | 64'162 | 65'491 | 99.42% | 99.42% |
25.05.2020 | 2.69% | 0.73 | 0.75 | 40'000 | 40'000 | 40'000 | 40'000 | 29'395 | 30'195 | 96.70% | 96.70% |
22.05.2020 | 1.96% | 0.76 | 0.77 | 200'000 | 200'000 | 89'715 | 89'715 | 68'392 | 69'502 | 99.13% | 99.13% |
20.05.2020 | 1.93% | 0.76 | 0.77 | 200'000 | 200'000 | 89'566 | 89'566 | 69'709 | 70'818 | 99.39% | 99.39% |
19.05.2020 | 1.80% | 0.83 | 0.84 | 200'000 | 200'000 | 90'026 | 90'026 | 75'910 | 77'021 | 98.48% | 98.48% |
18.05.2020 | 1.94% | 0.79 | 0.80 | 200'000 | 200'000 | 89'582 | 89'582 | 68'597 | 69'706 | 99.39% | 99.39% |