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 | - | - |
05.06.2020 | 3.75% | 0.01 | 0.55 | 50'000 | 25'000 | 100'147 | 25'000 | 52'386 | 13'624 | 65.26% | 81.85% |
04.06.2020 | 2.48% | 0.84 | 0.86 | 60'000 | 50'000 | 55'059 | 30'513 | 50'414 | 28'242 | 97.28% | 97.28% |
03.06.2020 | 1.70% | 0.97 | 0.99 | 60'000 | 50'000 | 49'855 | 30'363 | 58'448 | 35'707 | 100.00% | 100.00% |
02.06.2020 | 1.33% | 1.56 | 1.58 | 50'000 | 50'000 | 41'970 | 30'361 | 62'561 | 45'834 | 100.00% | 100.00% |
29.05.2020 | 1.13% | 1.87 | 1.89 | 50'000 | 50'000 | 34'290 | 30'363 | 60'990 | 54'727 | 100.00% | 100.00% |
28.05.2020 | 1.37% | 1.49 | 1.51 | 50'000 | 50'000 | 42'145 | 30'362 | 61'145 | 44'952 | 100.00% | 100.00% |
27.05.2020 | 1.10% | 1.98 | 2.00 | 50'000 | 50'000 | 34'286 | 30'358 | 62'895 | 56'475 | 100.00% | 100.00% |
26.05.2020 | 0.94% | 2.00 | 2.02 | 50'000 | 50'000 | 34'237 | 30'296 | 72'413 | 64'582 | 100.00% | 100.00% |
25.05.2020 | 0.82% | 2.38 | 2.40 | 30'000 | 25'000 | 29'069 | 25'000 | 70'750 | 61'437 | 100.00% | 100.00% |