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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 0.47% | 143.79 | 144.47 | 250'000 | 250'000 | 250'000 | 250'000 | 361'371 | 363'071 | 97.10% | 97.10% |
28.08.2020 | 0.47% | 144.01 | 144.69 | 250'000 | 250'000 | 250'000 | 250'000 | 359'199 | 360'899 | 99.87% | 99.87% |
27.08.2020 | 0.47% | 144.62 | 145.30 | 250'000 | 250'000 | 250'000 | 250'000 | 361'250 | 362'950 | 99.69% | 99.69% |
26.08.2020 | 0.48% | 142.66 | 143.34 | 250'000 | 250'000 | 250'000 | 250'000 | 355'269 | 356'969 | 99.98% | 99.98% |
25.08.2020 | 0.48% | 141.95 | 142.63 | 250'000 | 250'000 | 250'000 | 250'000 | 352'738 | 354'438 | 99.95% | 99.95% |
24.08.2020 | 0.48% | 140.49 | 141.17 | 250'000 | 250'000 | 250'000 | 250'000 | 352'447 | 354'147 | 99.95% | 99.95% |
21.08.2020 | 0.48% | 140.58 | 141.26 | 250'000 | 250'000 | 250'000 | 250'000 | 350'511 | 352'211 | 97.36% | 97.36% |
20.08.2020 | 0.49% | 138.88 | 139.56 | 250'000 | 250'000 | 250'000 | 250'000 | 345'100 | 346'800 | 99.62% | 99.62% |
19.08.2020 | 0.49% | 138.84 | 139.52 | 250'000 | 250'000 | 250'000 | 250'000 | 346'891 | 348'591 | 99.97% | 99.97% |
18.08.2020 | 0.50% | 137.12 | 137.80 | 250'000 | 250'000 | 250'000 | 250'000 | 341'440 | 343'140 | 99.93% | 99.93% |