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 | - | - |
24.05.2019 | 1.00% | 111.57 | 112.69 | 415'000 | 366'000 | 434'677 | 366'000 | 484'969 | 412'445 | 100.00% | 100.00% |
23.05.2019 | 1.00% | 111.57 | 112.69 | 412'000 | 366'000 | 410'898 | 366'000 | 458'439 | 412'445 | 99.24% | 99.24% |
22.05.2019 | 1.00% | 111.11 | 112.23 | 750'000 | 366'000 | 750'000 | 366'000 | 833'325 | 410'762 | 100.00% | 100.00% |
21.05.2019 | 1.00% | 111.10 | 112.22 | 750'000 | 366'000 | 750'000 | 366'000 | 833'250 | 410'725 | 100.00% | 100.00% |
20.05.2019 | 1.00% | 111.09 | 112.21 | 750'000 | 366'000 | 750'000 | 366'000 | 833'175 | 410'689 | 100.00% | 100.00% |
17.05.2019 | 0.99% | 111.07 | 112.18 | 750'000 | 366'000 | 750'000 | 366'000 | 833'025 | 410'579 | 92.02% | 92.02% |
16.05.2019 | 1.00% | 111.06 | 112.18 | 750'000 | 366'000 | 750'000 | 366'000 | 832'950 | 410'544 | 100.00% | 100.00% |
15.05.2019 | 1.00% | 111.05 | 112.17 | 750'000 | 366'000 | 750'000 | 366'000 | 832'875 | 410'542 | 100.00% | 100.00% |
14.05.2019 | 1.00% | 111.04 | 112.16 | 750'000 | 366'000 | 750'000 | 366'000 | 832'800 | 410'506 | 100.00% | 100.00% |