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 | 1.01% | 69.43 | 70.13 | 250'000 | 250'000 | 250'000 | 250'000 | 174'554 | 176'319 | 100.00% | 100.00% |
28.08.2020 | 1.00% | 69.46 | 70.16 | 250'000 | 250'000 | 250'000 | 250'000 | 173'582 | 175'333 | 100.00% | 100.00% |
27.08.2020 | 1.01% | 70.10 | 70.81 | 250'000 | 250'000 | 250'000 | 250'000 | 174'637 | 176'405 | 100.00% | 100.00% |
26.08.2020 | 1.03% | 69.92 | 70.63 | 250'000 | 250'000 | 250'000 | 250'000 | 174'153 | 175'955 | 100.00% | 100.00% |
25.08.2020 | 2.01% | 69.18 | 70.58 | 250'000 | 250'000 | 250'000 | 250'000 | 174'542 | 178'084 | 100.00% | 100.00% |
24.08.2020 | 2.01% | 69.39 | 70.80 | 250'000 | 250'000 | 250'000 | 250'000 | 172'768 | 176'268 | 100.00% | 100.00% |
21.08.2020 | 2.01% | 67.81 | 69.18 | 250'000 | 250'000 | 250'000 | 250'000 | 170'183 | 173'633 | 100.00% | 100.00% |
20.08.2020 | 2.01% | 68.00 | 69.38 | 250'000 | 250'000 | 250'000 | 250'000 | 170'328 | 173'779 | 100.00% | 100.00% |
19.08.2020 | 2.01% | 68.86 | 70.26 | 250'000 | 250'000 | 250'000 | 250'000 | 171'311 | 174'787 | 100.00% | 100.00% |
18.08.2020 | 2.01% | 68.18 | 69.56 | 250'000 | 250'000 | 250'000 | 250'000 | 170'811 | 174'278 | 100.00% | 100.00% |