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 | - | - |
23.10.2019 | 0.50% | 100.30 | 100.80 | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 | 504'000 | 100.00% | 100.00% |
22.10.2019 | 0.50% | 100.35 | 100.85 | 500'000 | 500'000 | 500'000 | 500'000 | 501'750 | 504'250 | 100.00% | 100.00% |
21.10.2019 | 0.50% | 100.35 | 100.85 | 500'000 | 500'000 | 500'000 | 500'000 | 501'750 | 504'250 | 100.00% | 100.00% |
18.10.2019 | 0.50% | 100.35 | 100.85 | 500'000 | 500'000 | 500'000 | 500'000 | 500'714 | 503'214 | 100.00% | 100.00% |
17.10.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'216 | 502'716 | 100.00% | 100.00% |
16.10.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'250 | 502'750 | 100.00% | 100.00% |
15.10.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'025 | 502'525 | 100.00% | 100.00% |
14.10.2019 | 0.50% | 99.95 | 100.45 | 500'000 | 500'000 | 500'000 | 500'000 | 499'752 | 502'252 | 100.00% | 100.00% |
11.10.2019 | 0.50% | 99.80 | 100.30 | 500'000 | 500'000 | 500'000 | 500'000 | 499'057 | 501'557 | 99.97% | 99.97% |