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 | - | - |
18.11.2019 | 1.00% | 99.55 | 100.55 | 750'000 | 200'000 | 750'000 | 200'000 | 746'625 | 201'100 | 100.00% | 100.00% |
15.11.2019 | 1.00% | 99.58 | 100.58 | 750'000 | 200'000 | 750'000 | 200'000 | 746'850 | 201'160 | 99.47% | 99.47% |
14.11.2019 | 1.00% | 99.59 | 100.59 | 750'000 | 200'000 | 750'000 | 200'000 | 746'925 | 201'180 | 95.60% | 95.60% |
13.11.2019 | 1.00% | 99.60 | 100.60 | 750'000 | 200'000 | 750'000 | 200'000 | 747'000 | 201'200 | 100.00% | 100.00% |
12.11.2019 | 1.00% | 99.61 | 100.61 | 750'000 | 200'000 | 750'000 | 200'000 | 747'075 | 201'220 | 100.00% | 100.00% |
11.11.2019 | 1.00% | 99.62 | 100.62 | 750'000 | 200'000 | 750'000 | 200'000 | 747'150 | 201'240 | 99.35% | 99.35% |
08.11.2019 | 1.00% | 99.64 | 100.64 | 750'000 | 200'000 | 750'000 | 200'000 | 747'300 | 201'280 | 91.77% | 91.78% |
07.11.2019 | 1.00% | 99.65 | 100.65 | 750'000 | 200'000 | 750'000 | 200'000 | 747'375 | 201'300 | 87.15% | 87.15% |
06.11.2019 | 1.00% | 99.66 | 100.66 | 750'000 | 200'000 | 750'000 | 200'000 | 747'450 | 201'320 | 92.48% | 92.48% |