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 | 997'764 | 501'382 | 97.67% | 97.67% |
27.01.2021 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'701 | 501'851 | 99.86% | 99.86% |
26.01.2021 | 0.50% | 100.25 | 100.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'980 | 503'991 | 84.47% | 84.47% |
25.01.2021 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'680 | 503'342 | 99.85% | 99.85% |
22.01.2021 | 0.50% | 100.50 | 101.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'130 | 504'563 | 99.86% | 99.86% |
21.01.2021 | 0.49% | 100.90 | 101.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'070 | 508'033 | 99.86% | 99.86% |
20.01.2021 | 0.49% | 100.95 | 101.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'280 | 507'140 | 99.86% | 99.86% |
19.01.2021 | 0.49% | 100.75 | 101.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'300 | 506'649 | 99.86% | 99.86% |