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 | - | - |
30.11.2020 | 0.49% | 101.42 | 101.92 | 500'000 | 1'000 | 500'000 | 1'000 | 507'706 | 1'020 | 100.00% | 100.00% |
27.11.2020 | 0.49% | 101.41 | 101.91 | 500'000 | 1'000 | 500'000 | 1'000 | 506'603 | 1'018 | 99.70% | 99.70% |
26.11.2020 | 0.49% | 101.07 | 101.57 | 500'000 | 1'000 | 500'000 | 1'000 | 505'149 | 1'015 | 100.00% | 100.00% |
25.11.2020 | 0.50% | 100.87 | 101.37 | 500'000 | 1'000 | 500'000 | 1'000 | 503'492 | 1'012 | 100.00% | 100.00% |
24.11.2020 | 0.50% | 100.66 | 101.16 | 500'000 | 1'000 | 500'000 | 1'000 | 503'079 | 1'011 | 100.00% | 100.00% |
23.11.2020 | 0.50% | 99.77 | 100.27 | 500'000 | 1'000 | 500'000 | 1'000 | 500'863 | 1'007 | 100.00% | 100.00% |
20.11.2020 | 0.50% | 99.57 | 100.07 | 500'000 | 1'000 | 500'000 | 1'000 | 498'205 | 1'001 | 92.67% | 92.67% |
19.11.2020 | 0.50% | 99.27 | 99.77 | 500'000 | 1'000 | 500'000 | 1'000 | 496'427 | 998 | 100.00% | 100.00% |
18.11.2020 | 0.50% | 99.99 | 100.49 | 500'000 | 1'000 | 500'000 | 1'000 | 498'988 | 1'003 | 100.00% | 100.00% |