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 | - | - |
02.12.2019 | 0.50% | 99.75 | 100.25 | 450'000 | 500'000 | 483'157 | 500'000 | 481'949 | 501'250 | 100.00% | 100.00% |
29.11.2019 | 0.50% | 99.60 | 100.10 | 450'000 | 500'000 | 478'484 | 500'000 | 476'570 | 500'500 | 100.00% | 100.00% |
28.11.2019 | 0.50% | 99.75 | 100.25 | 500'000 | 500'000 | 500'000 | 500'000 | 498'578 | 501'078 | 100.00% | 100.00% |
27.11.2019 | 0.50% | 99.65 | 100.15 | 500'000 | 500'000 | 500'000 | 500'000 | 498'391 | 500'891 | 100.00% | 100.00% |
26.11.2019 | 0.50% | 99.70 | 100.20 | 485'000 | 500'000 | 485'747 | 500'000 | 484'657 | 501'378 | 100.00% | 100.00% |
25.11.2019 | 0.50% | 99.80 | 100.30 | 500'000 | 500'000 | 500'000 | 500'000 | 498'368 | 500'868 | 98.16% | 98.16% |
22.11.2019 | 0.50% | 99.40 | 99.90 | 490'000 | 500'000 | 498'217 | 500'000 | 494'889 | 499'161 | 100.00% | 100.00% |
21.11.2019 | 0.50% | 99.25 | 99.75 | 480'000 | 500'000 | 484'359 | 500'000 | 481'257 | 499'300 | 100.00% | 100.00% |
20.11.2019 | 0.50% | 99.45 | 99.95 | 500'000 | 500'000 | 500'000 | 500'000 | 496'493 | 498'993 | 96.15% | 96.15% |