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 | - | - |
24.01.2020 | 0.48% | 104.00 | 104.50 | 500'000 | 500'000 | 500'000 | 500'000 | 520'000 | 522'500 | 100.00% | 100.00% |
23.01.2020 | 0.48% | 104.01 | 104.51 | 500'000 | 500'000 | 500'000 | 500'000 | 520'050 | 522'550 | 99.18% | 99.18% |
22.01.2020 | 0.48% | 104.01 | 104.51 | 500'000 | 500'000 | 500'000 | 500'000 | 520'050 | 522'550 | 100.00% | 100.00% |
21.01.2020 | 0.48% | 104.02 | 104.52 | 500'000 | 500'000 | 500'000 | 500'000 | 520'100 | 522'600 | 100.00% | 100.00% |
20.01.2020 | 0.48% | 104.02 | 104.52 | 500'000 | 500'000 | 500'000 | 500'000 | 520'100 | 522'600 | 99.62% | 99.62% |
17.01.2020 | 0.48% | 104.02 | 104.52 | 500'000 | 500'000 | 500'000 | 500'000 | 519'953 | 522'453 | 99.26% | 99.26% |
16.01.2020 | 0.48% | 103.92 | 104.42 | 500'000 | 500'000 | 500'000 | 500'000 | 519'600 | 522'100 | 100.00% | 100.00% |
15.01.2020 | 0.48% | 103.93 | 104.43 | 500'000 | 500'000 | 500'000 | 500'000 | 519'650 | 522'150 | 100.00% | 100.00% |
14.01.2020 | 0.48% | 103.93 | 104.43 | 500'000 | 500'000 | 500'000 | 500'000 | 519'650 | 522'150 | 97.20% | 97.20% |