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 | - | - |
18.05.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 98.50% | 98.50% |
15.05.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 100.00% | 100.00% |
14.05.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 95.99% | 95.99% |
13.05.2020 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'000 | 503'000 | 97.13% | 97.13% |
12.05.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 100.00% | 100.00% |
11.05.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 100.00% | 100.00% |
08.05.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 86.82% | 86.82% |
07.05.2020 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'000 | 503'000 | 99.87% | 99.87% |
06.05.2020 | 0.50% | 100.15 | 100.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'500 | 503'250 | 64.58% | 64.58% |