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 | 0.49% | 112.20 | 112.75 | 500'000 | 500'000 | 500'000 | 500'000 | 563'892 | 566'642 | 100.00% | 100.00% |
28.01.2021 | 0.49% | 114.80 | 115.40 | 500'000 | 500'000 | 500'000 | 500'000 | 570'767 | 573'563 | 97.53% | 97.53% |
27.01.2021 | 0.51% | 115.25 | 115.85 | 500'000 | 500'000 | 500'000 | 500'000 | 575'395 | 578'343 | 100.00% | 100.00% |
26.01.2021 | 0.52% | 115.25 | 115.85 | 500'000 | 500'000 | 500'000 | 500'000 | 577'896 | 580'896 | 100.00% | 100.00% |
25.01.2021 | 0.52% | 115.10 | 115.70 | 500'000 | 500'000 | 500'000 | 500'000 | 577'515 | 580'515 | 100.00% | 100.00% |
22.01.2021 | 0.51% | 114.95 | 115.55 | 500'000 | 500'000 | 500'000 | 500'000 | 574'294 | 577'240 | 100.00% | 100.00% |
21.01.2021 | 0.52% | 114.90 | 115.50 | 500'000 | 500'000 | 500'000 | 500'000 | 576'959 | 579'959 | 99.98% | 99.98% |
20.01.2021 | 0.52% | 115.35 | 115.95 | 500'000 | 500'000 | 500'000 | 500'000 | 575'383 | 578'377 | 100.00% | 100.00% |
19.01.2021 | 0.48% | 114.55 | 115.10 | 500'000 | 500'000 | 500'000 | 500'000 | 573'086 | 575'859 | 100.00% | 100.00% |