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 | - | - |
08.11.2019 | 0.49% | 101.70 | 102.20 | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 | 511'000 | 100.00% | 100.00% |
07.11.2019 | 0.49% | 101.70 | 102.20 | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 | 511'000 | 100.00% | 100.00% |
06.11.2019 | 0.49% | 101.65 | 102.15 | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 | 510'750 | 100.00% | 100.00% |
05.11.2019 | 0.49% | 101.65 | 102.15 | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 | 510'750 | 97.91% | 97.91% |
04.11.2019 | 0.49% | 101.65 | 102.15 | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 | 510'750 | 100.00% | 100.00% |
01.11.2019 | 0.49% | 101.55 | 102.05 | 500'000 | 500'000 | 500'000 | 500'000 | 507'388 | 509'888 | 100.00% | 100.00% |
31.10.2019 | 0.49% | 101.40 | 101.90 | 500'000 | 500'000 | 500'000 | 500'000 | 506'974 | 509'474 | 100.00% | 100.00% |
30.10.2019 | 0.49% | 101.35 | 101.85 | 500'000 | 500'000 | 500'000 | 500'000 | 506'737 | 509'237 | 100.00% | 100.00% |
29.10.2019 | 0.49% | 101.85 | 102.35 | 500'000 | 500'000 | 500'000 | 500'000 | 509'250 | 511'750 | 82.93% | 82.93% |