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 | - | - |
29.05.2020 | 0.48% | 122.73 | 123.33 | 100'000 | 100'000 | 100'000 | 100'000 | 124'534 | 125'134 | 84.57% | 84.57% |
28.05.2020 | 0.48% | 126.55 | 127.15 | 100'000 | 100'000 | 100'000 | 100'000 | 124'581 | 125'181 | 94.77% | 94.77% |
27.05.2020 | 0.51% | 115.81 | 116.41 | 100'000 | 100'000 | 100'000 | 100'000 | 116'981 | 117'581 | 96.42% | 96.42% |
26.05.2020 | 0.53% | 115.18 | 115.78 | 100'000 | 100'000 | 100'000 | 100'000 | 113'394 | 113'994 | 98.25% | 98.25% |
25.05.2020 | 0.55% | 108.58 | 109.18 | 100'000 | 100'000 | 100'000 | 100'000 | 108'628 | 109'228 | 99.64% | 99.64% |
22.05.2020 | 0.55% | 107.19 | 107.79 | 100'000 | 100'000 | 100'000 | 100'000 | 108'947 | 109'547 | 70.55% | 70.55% |
20.05.2020 | 0.54% | 112.23 | 112.83 | 100'000 | 100'000 | 100'000 | 100'000 | 111'747 | 112'347 | 90.61% | 90.61% |
19.05.2020 | 0.55% | 107.05 | 107.65 | 100'000 | 100'000 | 100'000 | 100'000 | 109'754 | 110'354 | 96.17% | 96.17% |
18.05.2020 | 0.59% | 102.42 | 103.02 | 100'000 | 100'000 | 100'000 | 100'000 | 100'624 | 101'224 | 49.61% | 49.61% |