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 | - | - |
08.06.2020 | 0.55% | 36.40 | 36.60 | 11'200 | 2'240 | 11'200 | 2'240 | 407'231 | 81'894 | 98.72% | 98.72% |
05.06.2020 | 0.56% | 35.90 | 36.10 | 11'200 | 2'240 | 11'200 | 2'240 | 396'291 | 79'706 | 100.00% | 100.00% |
04.06.2020 | 0.59% | 34.20 | 34.40 | 11'200 | 2'240 | 11'200 | 2'240 | 381'019 | 76'652 | 100.00% | 100.00% |
03.06.2020 | 0.60% | 34.20 | 34.40 | 11'200 | 2'240 | 11'200 | 2'240 | 374'297 | 75'307 | 96.65% | 96.65% |
02.06.2020 | 0.62% | 32.40 | 32.60 | 11'200 | 2'240 | 11'200 | 2'240 | 360'275 | 72'503 | 95.76% | 95.76% |
29.05.2020 | 0.64% | 31.00 | 31.20 | 11'200 | 2'240 | 11'200 | 2'240 | 346'877 | 69'824 | 100.00% | 100.00% |
28.05.2020 | 0.64% | 31.30 | 31.50 | 11'200 | 2'240 | 11'200 | 2'240 | 347'058 | 69'860 | 100.00% | 100.00% |
27.05.2020 | 0.65% | 30.40 | 30.60 | 11'200 | 2'240 | 11'200 | 2'240 | 342'365 | 68'921 | 88.51% | 88.51% |
26.05.2020 | 0.67% | 30.00 | 30.20 | 11'200 | 2'240 | 11'200 | 2'240 | 335'511 | 67'550 | 100.00% | 100.00% |