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 | - | - |
29.01.2021 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'500 | 501'250 | 99.86% | 99.86% |
28.01.2021 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'814 | 501'407 | 97.67% | 97.67% |
27.01.2021 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'807 | 501'903 | 99.86% | 99.86% |
26.01.2021 | 0.50% | 100.25 | 100.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'320 | 504'162 | 84.47% | 84.47% |
25.01.2021 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'030 | 503'516 | 99.85% | 99.85% |
22.01.2021 | 0.50% | 100.50 | 101.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'420 | 504'709 | 99.86% | 99.86% |
21.01.2021 | 0.49% | 100.95 | 101.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'520 | 508'261 | 99.86% | 99.86% |
20.01.2021 | 0.49% | 101.00 | 101.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'710 | 507'354 | 99.86% | 99.86% |
19.01.2021 | 0.49% | 100.70 | 101.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'750 | 506'873 | 99.86% | 99.86% |