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 | 0.55% | 107.95 | 108.55 | 200'000 | 200'000 | 200'000 | 200'000 | 215'889 | 217'089 | 100.00% | 100.00% |
20.05.2020 | 0.55% | 107.92 | 108.52 | 200'000 | 200'000 | 200'000 | 200'000 | 215'803 | 217'003 | 99.39% | 99.39% |
19.05.2020 | 0.56% | 107.51 | 108.11 | 200'000 | 200'000 | 200'000 | 200'000 | 215'157 | 216'357 | 99.90% | 99.90% |
18.05.2020 | 0.56% | 107.09 | 107.69 | 200'000 | 200'000 | 200'000 | 200'000 | 213'810 | 215'010 | 99.87% | 99.87% |
15.05.2020 | 0.57% | 105.57 | 106.17 | 200'000 | 200'000 | 200'000 | 200'000 | 208'883 | 210'083 | 99.33% | 99.33% |
14.05.2020 | 0.57% | 103.00 | 103.60 | 200'000 | 200'000 | 200'000 | 200'000 | 208'280 | 209'480 | 97.55% | 97.55% |
13.05.2020 | 0.57% | 105.12 | 105.72 | 200'000 | 200'000 | 199'945 | 200'000 | 211'726 | 212'984 | 71.69% | 71.69% |
12.05.2020 | 0.57% | 106.14 | 106.74 | 200'000 | 200'000 | 200'000 | 200'000 | 211'637 | 212'837 | 97.55% | 97.55% |
11.05.2020 | 0.57% | 104.20 | 104.80 | 200'000 | 200'000 | 200'000 | 200'000 | 210'195 | 211'395 | 98.40% | 98.40% |