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 | - | - |
04.12.2019 | - | 99.51 | - | 750'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
03.12.2019 | 1.00% | 99.53 | 100.53 | 750'000 | 255'000 | 750'000 | 255'000 | 746'475 | 256'352 | 90.82% | 95.68% |
02.12.2019 | 1.01% | 99.55 | 100.56 | 750'000 | 255'000 | 750'000 | 255'000 | 746'625 | 256'428 | 100.00% | 100.00% |
29.11.2019 | 1.01% | 99.62 | 100.63 | 750'000 | 255'000 | 750'000 | 255'000 | 747'150 | 256'606 | 99.60% | 99.60% |
28.11.2019 | 1.00% | 99.65 | 100.65 | 750'000 | 255'000 | 750'000 | 255'000 | 747'375 | 256'658 | 96.58% | 96.58% |
27.11.2019 | 1.00% | 99.37 | 100.37 | 750'000 | 255'000 | 750'000 | 255'000 | 745'275 | 255'944 | 100.00% | 100.00% |
26.11.2019 | 1.00% | 99.39 | 100.39 | 750'000 | 255'000 | 750'000 | 255'000 | 745'425 | 255'994 | 95.23% | 95.23% |
25.11.2019 | 1.00% | 99.42 | 100.42 | 750'000 | 255'000 | 750'000 | 255'000 | 745'650 | 256'071 | 99.86% | 99.86% |
22.11.2019 | 1.00% | 99.49 | 100.49 | 750'000 | 255'000 | 750'000 | 255'000 | 746'175 | 256'250 | 97.54% | 97.54% |