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 | - | - |
21.02.2020 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'000 | 501'500 | 99.62% | 99.62% |
20.02.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 100.00% | 100.00% |
19.02.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'000 | 502'000 | 94.29% | 94.29% |
18.02.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 100.00% | 100.00% |
17.02.2020 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 99.26% | 99.26% |
14.02.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 99.92% | 99.92% |
13.02.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 100.00% | 100.00% |
12.02.2020 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'000 | 503'000 | 100.00% | 100.00% |
11.02.2020 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'000 | 503'000 | 99.97% | 99.97% |