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 | 48.85% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 17'998 | 16'505 | 97.94% | 97.94% |
28.05.2020 | 6.87% | 0.10 | 0.11 | 500'000 | 300'000 | 361'754 | 300'000 | 50'866 | 45'916 | 99.95% | 99.95% |
27.05.2020 | 5.96% | 0.18 | 0.19 | 300'000 | 300'000 | 325'226 | 300'000 | 53'420 | 52'810 | 100.00% | 100.00% |
26.05.2020 | 4.98% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 59'103 | 62'103 | 100.00% | 100.00% |
25.05.2020 | 3.73% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 79'065 | 82'065 | 100.00% | 100.00% |
22.05.2020 | 3.78% | 0.27 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 77'860 | 80'860 | 96.50% | 96.50% |
20.05.2020 | 4.83% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 61'110 | 64'110 | 100.00% | 100.00% |
19.05.2020 | 4.47% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 65'797 | 68'797 | 100.00% | 100.00% |
18.05.2020 | 2.99% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 99'042 | 102'042 | 71.52% | 71.52% |