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 | - | - |
24.11.2020 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'527 | 501'263 | 99.86% | 99.86% |
23.11.2020 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'257 | 501'628 | 99.86% | 99.86% |
20.11.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'596 | 502'298 | 99.86% | 99.86% |
19.11.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'504 | 502'252 | 99.86% | 99.86% |
18.11.2020 | 0.50% | 100.20 | 100.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'920 | 503'458 | 99.86% | 99.86% |
17.11.2020 | 0.50% | 100.15 | 100.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'390 | 503'194 | 99.86% | 99.86% |
16.11.2020 | 0.50% | 100.30 | 100.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'690 | 504'344 | 99.85% | 99.85% |
13.11.2020 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'460 | 503'232 | 99.85% | 99.85% |
12.11.2020 | 0.50% | 100.15 | 100.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'310 | 503'655 | 99.86% | 99.86% |