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 | - | - |
20.11.2019 | 0.99% | 99.28 | 100.27 | 750'000 | 266'000 | 750'000 | 266'000 | 744'600 | 266'718 | 98.83% | 98.83% |
19.11.2019 | 1.00% | 99.30 | 100.30 | 750'000 | 266'000 | 750'000 | 266'000 | 744'750 | 266'798 | 97.19% | 97.19% |
18.11.2019 | 1.00% | 99.32 | 100.32 | 750'000 | 266'000 | 750'000 | 266'000 | 744'900 | 266'851 | 100.00% | 100.00% |
15.11.2019 | 1.00% | 99.40 | 100.40 | 750'000 | 266'000 | 750'000 | 266'000 | 745'500 | 267'064 | 99.47% | 99.47% |
14.11.2019 | 1.00% | 99.42 | 100.42 | 750'000 | 266'000 | 750'000 | 266'000 | 745'650 | 267'117 | 97.69% | 97.69% |
13.11.2019 | 1.00% | 99.44 | 100.44 | 750'000 | 266'000 | 750'000 | 266'000 | 745'800 | 267'170 | 100.00% | 100.00% |
12.11.2019 | 1.00% | 99.47 | 100.47 | 750'000 | 266'000 | 750'000 | 266'000 | 746'025 | 267'250 | 100.00% | 100.00% |
11.11.2019 | 1.00% | 99.49 | 100.49 | 750'000 | 266'000 | 750'000 | 266'000 | 746'147 | 267'293 | 99.35% | 99.35% |
08.11.2019 | 1.00% | 99.57 | 100.57 | 750'000 | 266'000 | 750'000 | 266'000 | 746'716 | 267'495 | 93.45% | 93.45% |