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 | 0.57% | 105.00 | 105.60 | 200'000 | 200'000 | 200'000 | 200'000 | 209'983 | 211'183 | 100.00% | 100.00% |
20.05.2020 | 0.57% | 104.96 | 105.56 | 200'000 | 200'000 | 200'000 | 200'000 | 209'894 | 211'094 | 99.38% | 99.38% |
19.05.2020 | 0.57% | 104.56 | 105.16 | 200'000 | 200'000 | 200'000 | 200'000 | 209'260 | 210'460 | 99.90% | 99.90% |
18.05.2020 | 0.58% | 104.16 | 104.76 | 200'000 | 200'000 | 200'000 | 200'000 | 207'968 | 209'168 | 99.90% | 99.90% |
15.05.2020 | 0.59% | 102.68 | 103.28 | 200'000 | 200'000 | 200'000 | 200'000 | 203'094 | 204'294 | 99.29% | 99.29% |
14.05.2020 | 0.59% | 100.12 | 100.72 | 200'000 | 200'000 | 200'000 | 200'000 | 201'538 | 202'738 | 55.61% | 55.61% |
13.05.2020 | 0.58% | 102.23 | 102.83 | 200'000 | 200'000 | 200'000 | 200'000 | 205'956 | 207'156 | 81.69% | 81.69% |
12.05.2020 | 0.58% | 103.23 | 103.83 | 200'000 | 200'000 | 200'000 | 200'000 | 204'898 | 206'098 | 33.80% | 33.80% |
11.05.2020 | 0.59% | 101.30 | 101.90 | 200'000 | 200'000 | 200'000 | 200'000 | 204'358 | 205'558 | 98.41% | 98.41% |