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 | - | - |
15.06.2020 | 0.49% | 96.05 | 96.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'062 | 468'802 | 99.57% | 99.57% |
12.06.2020 | 0.48% | 92.65 | 93.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'502 | 473'016 | 98.80% | 98.80% |
11.06.2020 | 0.49% | 92.50 | 92.95 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'856 | 472'759 | 99.73% | 99.73% |
10.06.2020 | 0.51% | 97.20 | 97.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'508 | 490'254 | 99.30% | 99.30% |
09.06.2020 | 0.51% | 97.95 | 98.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'034 | 490'517 | 99.39% | 99.39% |
08.06.2020 | 0.50% | 98.30 | 98.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'337 | 497'169 | 99.64% | 99.64% |
05.06.2020 | 0.51% | 98.25 | 98.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'531 | 491'765 | 99.67% | 99.67% |
04.06.2020 | 0.52% | 96.00 | 96.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'166 | 481'082 | 99.69% | 99.69% |
03.06.2020 | 0.52% | 96.10 | 96.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'191 | 482'595 | 99.69% | 99.69% |