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% | 99.57 | 100.57 | 750'000 | 310'000 | 750'000 | 310'000 | 746'775 | 311'767 | 100.00% | 100.00% |
15.11.2019 | 1.00% | 99.60 | 100.60 | 750'000 | 310'000 | 750'000 | 310'000 | 747'000 | 311'860 | 99.47% | 99.47% |
14.11.2019 | 1.00% | 99.61 | 100.61 | 750'000 | 310'000 | 750'000 | 310'000 | 747'075 | 311'891 | 95.60% | 95.60% |
13.11.2019 | 1.00% | 99.62 | 100.62 | 750'000 | 310'000 | 750'000 | 310'000 | 747'150 | 311'922 | 100.00% | 100.00% |
12.11.2019 | 1.00% | 99.64 | 100.64 | 750'000 | 310'000 | 750'000 | 310'000 | 747'300 | 311'984 | 100.00% | 100.00% |
11.11.2019 | 1.00% | 99.65 | 100.65 | 750'000 | 310'000 | 750'000 | 310'000 | 747'342 | 312'015 | 99.35% | 99.35% |
08.11.2019 | 1.00% | 99.67 | 100.68 | 750'000 | 310'000 | 750'000 | 310'000 | 747'598 | 312'108 | 92.16% | 92.16% |
07.11.2019 | 1.01% | 99.69 | 100.69 | 750'000 | 310'000 | 750'000 | 310'000 | 747'605 | 312'139 | 87.36% | 87.36% |
06.11.2019 | 1.01% | 99.70 | 100.70 | 750'000 | 310'000 | 750'000 | 310'000 | 747'677 | 312'170 | 92.22% | 92.22% |