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 | - | - |
05.10.2020 | - | 78.27 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
02.10.2020 | - | 77.19 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
01.10.2020 | - | 77.52 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.69% |
30.09.2020 | - | 77.94 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.57% |
29.09.2020 | 1.00% | 78.10 | 79.03 | 250'000 | 129'000 | 250'000 | 129'000 | 195'341 | 101'805 | 2.01% | 100.00% |
28.09.2020 | 1.00% | 78.61 | 79.40 | 250'000 | 129'000 | 250'000 | 129'000 | 196'332 | 102'323 | 100.00% | 100.00% |
25.09.2020 | 1.00% | 77.19 | 77.96 | 250'000 | 129'000 | 250'000 | 129'000 | 192'533 | 100'344 | 100.00% | 100.00% |
24.09.2020 | 1.00% | 77.09 | 77.86 | 250'000 | 129'000 | 250'000 | 129'000 | 193'943 | 101'081 | 100.00% | 100.00% |
23.09.2020 | 1.00% | 78.45 | 79.24 | 250'000 | 129'000 | 250'000 | 129'000 | 196'956 | 102'647 | 96.76% | 96.78% |