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 | - | - |
10.01.2020 | 1.00% | 50.10 | 50.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 497'441 | 251'221 | 99.89% | 99.89% |
09.01.2020 | 1.01% | 49.05 | 49.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 491'839 | 248'420 | 99.86% | 99.86% |
08.01.2020 | 1.00% | 48.85 | 49.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 497'111 | 251'055 | 100.00% | 100.00% |
07.01.2020 | 0.99% | 50.55 | 51.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 501'354 | 253'177 | 96.89% | 96.89% |
06.01.2020 | 1.01% | 49.80 | 50.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 493'185 | 249'093 | 99.37% | 99.37% |
03.01.2020 | 0.96% | 51.55 | 52.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 515'949 | 260'474 | 99.66% | 99.66% |
30.12.2019 | 0.91% | 54.10 | 54.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 546'420 | 275'710 | 97.09% | 97.09% |
27.12.2019 | 0.89% | 55.55 | 56.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 560'152 | 282'576 | 100.00% | 100.00% |
23.12.2019 | 0.90% | 54.85 | 55.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 552'568 | 278'784 | 99.85% | 99.85% |