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 | - | - |
16.11.2020 | 0.51% | 107.70 | 108.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'077'000 | 541'250 | 99.85% | 99.85% |
27.01.2020 | 0.47% | 106.25 | 106.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'062'470 | 533'733 | 99.92% | 99.92% |
24.01.2020 | 0.47% | 106.20 | 106.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'062'000 | 533'500 | 98.81% | 98.81% |
23.01.2020 | 0.47% | 106.20 | 106.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'062'000 | 533'500 | 94.47% | 94.47% |
22.01.2020 | 0.47% | 106.15 | 106.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061'500 | 533'250 | 99.85% | 99.85% |
21.01.2020 | 0.47% | 106.15 | 106.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061'500 | 533'250 | 100.00% | 100.00% |
20.01.2020 | 0.47% | 106.15 | 106.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061'500 | 533'250 | 100.00% | 100.00% |
17.01.2020 | 0.47% | 106.15 | 106.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061'500 | 533'250 | 99.78% | 99.78% |
16.01.2020 | 0.47% | 106.15 | 106.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061'500 | 533'250 | 98.80% | 98.80% |