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% | 71.89 | 72.62 | 250'000 | 250'000 | 250'000 | 250'000 | 181'114 | 182'948 | 100.00% | 100.00% |
28.08.2020 | 1.01% | 72.51 | 73.24 | 250'000 | 250'000 | 250'000 | 250'000 | 181'650 | 183'493 | 100.00% | 100.00% |
27.08.2020 | 1.01% | 72.57 | 73.30 | 250'000 | 250'000 | 250'000 | 250'000 | 181'462 | 183'297 | 100.00% | 100.00% |
26.08.2020 | 1.02% | 72.66 | 73.40 | 250'000 | 250'000 | 250'000 | 250'000 | 181'532 | 183'401 | 100.00% | 100.00% |
25.08.2020 | 2.01% | 71.82 | 73.28 | 250'000 | 250'000 | 250'000 | 250'000 | 181'023 | 184'695 | 100.00% | 100.00% |
24.08.2020 | 2.01% | 72.07 | 73.53 | 250'000 | 250'000 | 250'000 | 250'000 | 179'138 | 182'769 | 100.00% | 100.00% |
21.08.2020 | 2.01% | 70.64 | 72.07 | 250'000 | 250'000 | 250'000 | 250'000 | 175'967 | 179'535 | 100.00% | 100.00% |
20.08.2020 | 2.01% | 70.38 | 71.81 | 250'000 | 250'000 | 250'000 | 250'000 | 176'207 | 179'780 | 100.00% | 100.00% |
19.08.2020 | 2.01% | 71.67 | 73.12 | 250'000 | 250'000 | 250'000 | 250'000 | 177'750 | 181'354 | 100.00% | 100.00% |
18.08.2020 | 2.00% | 70.69 | 72.12 | 250'000 | 250'000 | 250'000 | 250'000 | 177'882 | 181'485 | 100.00% | 100.00% |