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 | 9.53% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 30'519 | 33'519 | 100.00% | 100.00% |
28.05.2020 | 6.97% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 42'556 | 45'556 | 99.60% | 99.60% |
27.05.2020 | 5.95% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 49'621 | 52'621 | 99.01% | 99.01% |
26.05.2020 | 6.54% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 300'000 | 45'237 | 48'237 | 100.00% | 100.00% |
25.05.2020 | 3.98% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 74'181 | 77'181 | 100.00% | 100.00% |
22.05.2020 | 3.67% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 80'677 | 83'677 | 99.26% | 99.26% |
20.05.2020 | 3.59% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 83'688 | 86'688 | 99.63% | 99.63% |
19.05.2020 | 2.76% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 107'499 | 110'499 | 100.00% | 100.00% |
18.05.2020 | 2.33% | 0.40 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 127'656 | 130'656 | 100.00% | 100.00% |