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 | - | - |
08.08.2019 | 1.00% | 63.68 | 64.32 | 750'000 | 581'000 | 750'000 | 581'000 | 475'849 | 372'322 | 99.74% | 99.74% |
07.08.2019 | 1.00% | 63.57 | 64.21 | 750'000 | 581'000 | 750'000 | 581'000 | 481'332 | 376'608 | 100.00% | 100.00% |
06.08.2019 | 1.00% | 64.32 | 64.96 | 750'000 | 581'000 | 750'000 | 581'000 | 488'027 | 381'848 | 100.00% | 100.00% |
05.08.2019 | 1.00% | 64.89 | 65.54 | 500'000 | 500'000 | 652'201 | 549'313 | 424'685 | 361'162 | 100.00% | 100.00% |
02.08.2019 | 1.00% | 66.54 | 67.20 | 500'000 | 500'000 | 500'000 | 500'000 | 332'460 | 335'791 | 93.69% | 93.74% |
31.07.2019 | 1.00% | 68.70 | 69.39 | 500'000 | 500'000 | 500'000 | 500'000 | 343'204 | 346'653 | 98.41% | 99.20% |
30.07.2019 | 1.00% | 68.42 | 69.10 | 500'000 | 500'000 | 500'000 | 500'000 | 341'936 | 345'360 | 100.00% | 100.00% |
29.07.2019 | 1.00% | 68.13 | 68.81 | 500'000 | 500'000 | 500'000 | 500'000 | 339'164 | 342'569 | 100.00% | 100.00% |
26.07.2019 | 1.00% | 67.97 | 68.65 | 500'000 | 500'000 | 554'360 | 517'613 | 379'059 | 357'565 | 100.00% | 100.00% |