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 | 2.57% | 0.38 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 115'385 | 118'385 | 100.00% | 100.00% |
28.05.2020 | 2.33% | 0.38 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 127'338 | 130'338 | 99.67% | 99.67% |
27.05.2020 | 2.21% | 0.48 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 134'275 | 137'275 | 99.23% | 99.23% |
26.05.2020 | 2.28% | 0.40 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 130'205 | 133'205 | 100.00% | 100.00% |
25.05.2020 | 1.88% | 0.54 | 0.55 | 300'000 | 300'000 | 300'000 | 300'000 | 158'395 | 161'395 | 100.00% | 100.00% |
22.05.2020 | 1.81% | 0.55 | 0.56 | 300'000 | 300'000 | 300'000 | 300'000 | 164'580 | 167'580 | 99.25% | 99.25% |
20.05.2020 | 1.79% | 0.48 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 167'145 | 170'145 | 99.60% | 99.60% |
19.05.2020 | 1.56% | 0.65 | 0.66 | 300'000 | 300'000 | 300'000 | 299'999 | 190'547 | 193'546 | 100.00% | 100.00% |
18.05.2020 | 1.42% | 0.68 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 210'243 | 213'243 | 100.00% | 100.00% |