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 | - | - |
22.05.2020 | 0.48% | 94.65 | 95.10 | 500'000 | 500'000 | 500'000 | 499'987 | 471'310 | 473'553 | 100.00% | 100.00% |
20.05.2020 | 0.51% | 95.90 | 96.40 | 500'000 | 500'000 | 500'000 | 500'000 | 475'007 | 477'426 | 92.39% | 92.39% |
19.05.2020 | 0.50% | 95.10 | 95.60 | 500'000 | 500'000 | 500'000 | 500'000 | 473'651 | 476'017 | 97.44% | 97.44% |
18.05.2020 | 0.49% | 94.05 | 94.50 | 500'000 | 500'000 | 500'000 | 500'000 | 458'139 | 460'389 | 99.99% | 99.99% |
15.05.2020 | 0.50% | 88.85 | 89.30 | 500'000 | 500'000 | 500'000 | 500'000 | 445'080 | 447'330 | 100.00% | 100.00% |
14.05.2020 | 0.51% | 87.95 | 88.40 | 500'000 | 500'000 | 500'000 | 500'000 | 437'763 | 440'013 | 100.00% | 100.00% |
13.05.2020 | 0.49% | 91.40 | 91.85 | 500'000 | 500'000 | 500'000 | 500'000 | 457'790 | 460'040 | 100.00% | 100.00% |
12.05.2020 | 0.49% | 92.30 | 92.75 | 500'000 | 500'000 | 500'000 | 500'000 | 461'500 | 463'750 | 100.00% | 100.00% |
11.05.2020 | 0.48% | 93.20 | 93.65 | 500'000 | 500'000 | 500'000 | 500'000 | 466'000 | 468'250 | 78.02% | 78.02% |