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 | - | - |
02.06.2020 | 5.34% | 0.20 | 0.21 | 250'000 | 100'000 | 257'210 | 100'000 | 50'522 | 20'753 | 100.00% | 100.00% |
29.05.2020 | 3.96% | 0.27 | 0.28 | 190'000 | 100'000 | 188'530 | 100'000 | 51'323 | 28'374 | 99.61% | 99.61% |
28.05.2020 | 4.18% | 0.26 | 0.27 | 200'000 | 100'000 | 194'811 | 99'098 | 50'546 | 26'829 | 100.00% | 100.00% |
27.05.2020 | 3.58% | 0.31 | 0.32 | 170'000 | 100'000 | 173'280 | 100'000 | 51'568 | 31'058 | 99.99% | 99.99% |
26.05.2020 | 2.91% | 0.36 | 0.37 | 140'000 | 100'000 | 140'077 | 100'000 | 51'848 | 38'109 | 100.00% | 100.00% |
25.05.2020 | 2.51% | 0.40 | 0.41 | 130'000 | 100'000 | 121'008 | 100'000 | 52'331 | 44'369 | 100.00% | 100.00% |
22.05.2020 | 2.43% | 0.47 | 0.48 | 110'000 | 100'000 | 111'827 | 100'000 | 52'047 | 47'720 | 100.00% | 100.00% |
20.05.2020 | 2.34% | 0.44 | 0.45 | 120'000 | 100'000 | 113'840 | 100'000 | 52'226 | 47'001 | 100.00% | 100.00% |
19.05.2020 | 2.39% | 0.45 | 0.46 | 120'000 | 100'000 | 116'684 | 100'000 | 52'454 | 46'077 | 100.00% | 100.00% |