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 | - | - |
19.03.2021 | 0.49% | 112.35 | 112.90 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'123'560 | 564'532 | 100.00% | 100.00% |
18.03.2021 | 0.49% | 113.20 | 113.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'129'680 | 567'589 | 98.89% | 98.89% |
17.03.2021 | 0.49% | 112.60 | 113.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'123'910 | 564'705 | 99.14% | 99.14% |
16.03.2021 | 0.49% | 112.60 | 113.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'124'360 | 564'928 | 99.14% | 99.14% |
15.03.2021 | 0.49% | 111.85 | 112.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'122'980 | 564'240 | 99.42% | 99.42% |
12.03.2021 | 0.49% | 111.95 | 112.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'118'900 | 562'202 | 99.14% | 99.14% |
11.03.2021 | 0.49% | 112.30 | 112.85 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'120'710 | 563'105 | 99.86% | 99.86% |
10.03.2021 | 0.49% | 111.70 | 112.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'112'540 | 559'018 | 99.86% | 99.86% |
09.03.2021 | 0.50% | 110.80 | 111.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'104'920 | 555'212 | 99.86% | 99.86% |