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 | 2.64% | 0.87 | 0.89 | 60'000 | 50'000 | 60'941 | 29'777 | 53'547 | 26'913 | 93.11% | 93.11% |
28.05.2020 | 2.71% | 0.79 | 0.81 | 70'000 | 50'000 | 62'230 | 29'981 | 52'943 | 26'120 | 94.12% | 94.12% |
27.05.2020 | 2.76% | 1.00 | 1.02 | 50'000 | 50'000 | 66'078 | 29'394 | 55'457 | 26'125 | 91.42% | 91.42% |
26.05.2020 | 6.47% | 0.76 | 0.78 | 70'000 | 50'000 | 81'267 | 30'601 | 53'480 | 22'013 | 93.19% | 93.19% |
25.05.2020 | 6.65% | 0.73 | 0.78 | 70'000 | 25'000 | 73'854 | 25'000 | 53'636 | 19'434 | 98.35% | 98.35% |
22.05.2020 | 2.75% | 0.79 | 0.81 | 70'000 | 50'000 | 69'405 | 30'347 | 54'835 | 24'587 | 91.38% | 91.38% |
20.05.2020 | 2.85% | 0.79 | 0.81 | 70'000 | 50'000 | 69'828 | 30'384 | 56'155 | 25'133 | 96.10% | 96.10% |
19.05.2020 | 2.46% | 0.94 | 0.96 | 60'000 | 50'000 | 59'348 | 29'815 | 56'441 | 29'161 | 93.33% | 93.33% |
18.05.2020 | 2.31% | 0.90 | 0.92 | 60'000 | 50'000 | 62'767 | 31'557 | 53'589 | 27'685 | 80.59% | 80.59% |