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 | - | - |
19.10.2020 | 0.50% | 99.60 | 100.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'698 | 500'349 | 99.44% | 99.44% |
15.10.2020 | 0.52% | 96.65 | 97.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'232 | 485'116 | 99.44% | 99.44% |
14.10.2020 | 0.51% | 98.50 | 99.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'985 | 494'992 | 99.45% | 99.45% |
13.10.2020 | 0.51% | 98.25 | 98.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'032 | 495'016 | 99.45% | 99.45% |
12.10.2020 | 0.51% | 98.60 | 99.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'688 | 494'344 | 99.44% | 99.44% |
09.10.2020 | 0.51% | 98.15 | 98.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'960 | 491'980 | 99.45% | 99.45% |
08.10.2020 | 0.51% | 97.75 | 98.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'872 | 489'936 | 99.45% | 99.45% |
07.10.2020 | 0.51% | 97.20 | 97.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'042 | 488'021 | 99.44% | 99.44% |
06.10.2020 | 0.51% | 97.05 | 97.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'029 | 487'014 | 99.45% | 99.45% |