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 | 1.95% | 0.91 | 0.93 | 125'000 | 125'000 | 125'000 | 125'000 | 128'873 | 131'373 | 100.00% | 100.00% |
28.05.2020 | 1.58% | 1.15 | 1.17 | 125'000 | 125'000 | 125'000 | 125'000 | 157'576 | 160'076 | 100.00% | 100.00% |
27.05.2020 | 1.29% | 1.56 | 1.58 | 125'000 | 125'000 | 125'000 | 125'000 | 192'823 | 195'323 | 98.96% | 98.96% |
26.05.2020 | 1.52% | 1.52 | 1.54 | 125'000 | 125'000 | 125'000 | 125'000 | 163'681 | 166'181 | 100.00% | 100.00% |
25.05.2020 | 1.27% | 1.48 | 1.50 | 125'000 | 125'000 | 125'000 | 125'000 | 195'606 | 198'106 | 99.92% | 99.92% |
22.05.2020 | 1.28% | 1.42 | 1.44 | 125'000 | 125'000 | 125'000 | 125'000 | 195'100 | 197'600 | 99.57% | 99.57% |
20.05.2020 | 1.67% | 1.17 | 1.19 | 125'000 | 125'000 | 125'000 | 125'000 | 148'427 | 150'927 | 99.72% | 99.72% |
19.05.2020 | 1.35% | 1.32 | 1.34 | 125'000 | 125'000 | 125'000 | 125'000 | 185'154 | 187'654 | 99.41% | 99.41% |
18.05.2020 | 1.45% | 1.54 | 1.56 | 125'000 | 125'000 | 125'000 | 125'000 | 172'536 | 175'036 | 99.66% | 99.66% |