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 | - | - |
26.05.2020 | 2.27% | 0.31 | 0.32 | 500'000 | 500'000 | 190'001 | 190'006 | 77'932 | 79'835 | 99.93% | 99.93% |
25.05.2020 | 1.29% | 0.69 | 0.70 | 100'000 | 100'000 | 99'998 | 99'997 | 77'455 | 78'454 | 100.00% | 100.00% |
22.05.2020 | 0.90% | 1.12 | 1.13 | 500'000 | 500'000 | 187'799 | 187'800 | 207'597 | 209'477 | 99.31% | 99.31% |
20.05.2020 | 1.01% | 0.87 | 0.88 | 500'000 | 500'000 | 187'084 | 187'137 | 178'905 | 180'835 | 100.00% | 100.00% |
19.05.2020 | 1.04% | 1.01 | 1.02 | 500'000 | 500'000 | 187'164 | 187'145 | 184'534 | 186'389 | 100.00% | 100.00% |
18.05.2020 | 0.76% | 1.01 | 1.02 | 500'000 | 500'000 | 187'144 | 187'130 | 226'794 | 228'648 | 99.74% | 99.74% |
15.05.2020 | 0.53% | 2.01 | 2.02 | 500'000 | 500'000 | 180'139 | 180'135 | 344'568 | 346'361 | 95.51% | 95.51% |
14.05.2020 | 0.43% | 2.23 | 2.24 | 500'000 | 500'000 | 173'569 | 173'577 | 412'930 | 414'686 | 94.72% | 94.72% |
13.05.2020 | 0.57% | 1.92 | 1.93 | 500'000 | 500'000 | 172'958 | 172'956 | 311'206 | 312'932 | 94.85% | 94.85% |