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 | 4.11% | 0.58 | 0.61 | 90'000 | 25'000 | 74'579 | 25'000 | 53'338 | 19'213 | 100.00% | 100.00% |
28.05.2020 | 3.02% | 0.89 | 0.92 | 60'000 | 25'000 | 55'612 | 25'000 | 54'316 | 25'235 | 99.96% | 99.96% |
27.05.2020 | 2.38% | 1.25 | 1.28 | 40'000 | 25'000 | 44'413 | 25'000 | 55'219 | 32'012 | 100.00% | 100.00% |
26.05.2020 | 2.93% | 1.21 | 1.24 | 50'000 | 25'000 | 55'295 | 25'000 | 55'848 | 26'124 | 100.00% | 100.00% |
25.05.2020 | 2.32% | 1.20 | 1.23 | 50'000 | 25'000 | 43'280 | 25'000 | 55'181 | 32'743 | 100.00% | 100.00% |
22.05.2020 | 2.36% | 1.12 | 1.15 | 50'000 | 25'000 | 43'405 | 25'000 | 54'334 | 32'221 | 96.45% | 96.45% |
20.05.2020 | 3.32% | 0.88 | 0.91 | 60'000 | 25'000 | 60'793 | 25'000 | 54'002 | 23'011 | 99.95% | 99.95% |
19.05.2020 | 2.51% | 1.02 | 1.05 | 50'000 | 25'000 | 46'218 | 25'000 | 54'513 | 30'619 | 100.00% | 100.00% |
18.05.2020 | 2.73% | 1.25 | 1.28 | 40'000 | 25'000 | 50'173 | 25'000 | 54'497 | 28'344 | 70.58% | 70.58% |