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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.09.2018 | 0.50% | 120.23 | 120.83 | 5'000 | 5'000 | 5'000 | 5'000 | 600'574 | 603'594 | 99.99% | 99.99% |
20.09.2018 | 0.50% | 118.93 | 119.53 | 5'000 | 5'000 | 5'000 | 5'000 | 595'910 | 598'910 | 100.00% | 100.00% |
19.09.2018 | 0.50% | 119.46 | 120.06 | 5'000 | 5'000 | 5'000 | 5'000 | 596'076 | 599'061 | 99.99% | 99.99% |
18.09.2018 | 0.50% | 117.57 | 118.16 | 5'000 | 5'000 | 5'000 | 5'000 | 587'016 | 589'966 | 100.00% | 100.00% |
17.09.2018 | 0.50% | 117.46 | 118.06 | 5'000 | 5'000 | 5'000 | 5'000 | 588'386 | 591'346 | 100.00% | 100.00% |
14.09.2018 | 0.50% | 118.98 | 119.58 | 5'000 | 5'000 | 5'000 | 5'000 | 594'747 | 597'737 | 100.00% | 100.00% |
13.09.2018 | 0.50% | 118.21 | 118.81 | 5'000 | 5'000 | 5'000 | 5'000 | 591'473 | 594'430 | 100.00% | 100.00% |
12.09.2018 | 0.50% | 117.53 | 118.12 | 5'000 | 5'000 | 5'000 | 5'000 | 588'016 | 590'966 | 100.00% | 100.00% |
11.09.2018 | 0.50% | 118.07 | 118.67 | 5'000 | 5'000 | 5'000 | 5'000 | 589'676 | 592'646 | 100.00% | 100.00% |
10.09.2018 | 0.50% | 118.59 | 119.18 | 5'000 | 5'000 | 5'000 | 5'000 | 592'901 | 595'866 | 100.00% | 100.00% |