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 | 6.05% | 0.40 | 0.42 | 130'000 | 50'000 | 127'863 | 33'372 | 51'742 | 14'491 | 56.47% | 56.49% |
28.05.2020 | 5.96% | 0.32 | 0.34 | 160'000 | 50'000 | 135'815 | 29'984 | 51'742 | 12'062 | 94.12% | 94.12% |
27.05.2020 | 6.24% | 0.53 | 0.55 | 100'000 | 50'000 | 142'131 | 29'394 | 51'983 | 12'311 | 91.42% | 91.42% |
26.05.2020 | 9.22% | 0.30 | 0.32 | 170'000 | 50'000 | 186'642 | 45'395 | 51'437 | 14'118 | 23.86% | 92.85% |
25.05.2020 | 17.81% | 0.26 | 0.31 | 200'000 | 25'000 | 199'164 | 25'000 | 50'923 | 7'683 | 98.34% | 98.34% |
22.05.2020 | 6.60% | 0.32 | 0.34 | 160'000 | 50'000 | 162'275 | 30'196 | 51'811 | 10'310 | 90.62% | 91.38% |
20.05.2020 | 6.70% | 0.32 | 0.34 | 160'000 | 50'000 | 154'646 | 30'455 | 51'892 | 10'954 | 96.45% | 96.45% |
19.05.2020 | 5.99% | 0.39 | 0.41 | 130'000 | 50'000 | 129'650 | 29'973 | 51'609 | 12'876 | 94.77% | 94.77% |
18.05.2020 | 6.37% | 0.36 | 0.38 | 140'000 | 50'000 | 169'443 | 31'109 | 51'546 | 10'320 | 78.63% | 80.81% |