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 | - | - |
13.11.2019 | 0.73% | 21.42 | 21.58 | 50'000 | 3'000 | 50'000 | 3'000 | 1'069'330 | 64'633 | 100.00% | 100.00% |
12.11.2019 | 0.74% | 21.38 | 21.54 | 50'000 | 3'000 | 50'000 | 3'000 | 1'068'980 | 64'616 | 100.00% | 100.00% |
11.11.2019 | 0.70% | 21.32 | 21.47 | 50'000 | 3'000 | 50'000 | 3'000 | 1'064'810 | 64'339 | 100.00% | 100.00% |
08.11.2019 | 0.70% | 21.25 | 21.40 | 50'000 | 3'000 | 50'000 | 3'000 | 1'063'140 | 64'238 | 100.00% | 100.00% |
07.11.2019 | 0.70% | 21.27 | 21.42 | 50'000 | 3'000 | 50'000 | 3'000 | 1'064'590 | 64'325 | 100.00% | 100.00% |
06.11.2019 | 0.70% | 21.17 | 21.32 | 50'000 | 3'000 | 50'000 | 3'000 | 1'060'770 | 64'096 | 100.00% | 100.00% |
05.11.2019 | 0.71% | 21.07 | 21.22 | 50'000 | 3'000 | 50'000 | 3'000 | 1'054'410 | 63'715 | 100.00% | 100.00% |
04.11.2019 | 0.71% | 21.00 | 21.15 | 50'000 | 3'000 | 50'000 | 3'000 | 1'047'730 | 63'314 | 100.00% | 100.00% |
01.11.2019 | 0.72% | 20.65 | 20.80 | 50'000 | 3'000 | 50'000 | 3'000 | 1'032'220 | 62'383 | 100.00% | 100.00% |