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 | 3.08% | 0.82 | 0.85 | 70'000 | 25'000 | 57'220 | 25'000 | 54'997 | 25'186 | 100.00% | 100.00% |
28.05.2020 | 2.43% | 1.13 | 1.16 | 50'000 | 25'000 | 46'916 | 25'000 | 57'115 | 31'251 | 99.96% | 99.96% |
27.05.2020 | 2.00% | 1.49 | 1.52 | 40'000 | 25'000 | 39'886 | 25'000 | 59'458 | 38'031 | 100.00% | 100.00% |
26.05.2020 | 2.37% | 1.45 | 1.48 | 40'000 | 25'000 | 45'908 | 25'000 | 57'345 | 32'132 | 100.00% | 100.00% |
25.05.2020 | 1.96% | 1.44 | 1.47 | 40'000 | 25'000 | 40'000 | 25'000 | 60'849 | 38'780 | 100.00% | 100.00% |
22.05.2020 | 1.98% | 1.36 | 1.39 | 40'000 | 25'000 | 40'000 | 25'000 | 60'010 | 38'256 | 96.47% | 96.47% |
20.05.2020 | 2.62% | 1.12 | 1.15 | 50'000 | 25'000 | 49'780 | 25'000 | 56'250 | 29'014 | 99.95% | 99.95% |
19.05.2020 | 2.08% | 1.26 | 1.29 | 40'000 | 25'000 | 41'399 | 25'000 | 59'137 | 36'655 | 100.00% | 100.00% |
18.05.2020 | 2.23% | 1.49 | 1.52 | 40'000 | 25'000 | 42'355 | 25'000 | 56'534 | 34'380 | 70.58% | 70.58% |