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 | - | - |
26.10.2020 | 1.30% | 74.10 | 75.10 | 250'000 | 250'000 | 250'000 | 250'000 | 190'528 | 193'028 | 100.00% | 100.00% |
23.10.2020 | 1.24% | 78.71 | 79.71 | 250'000 | 250'000 | 250'000 | 250'000 | 200'110 | 202'610 | 96.77% | 96.77% |
22.10.2020 | 1.27% | 79.69 | 80.69 | 250'000 | 250'000 | 250'000 | 250'000 | 195'721 | 198'221 | 100.00% | 100.00% |
21.10.2020 | 1.25% | 78.52 | 79.52 | 250'000 | 250'000 | 250'000 | 250'000 | 198'789 | 201'289 | 100.00% | 100.00% |
20.10.2020 | 1.25% | 79.74 | 80.74 | 250'000 | 250'000 | 250'000 | 250'000 | 199'432 | 201'932 | 100.00% | 100.00% |
19.10.2020 | 1.22% | 80.49 | 81.49 | 250'000 | 250'000 | 250'000 | 250'000 | 203'294 | 205'794 | 100.00% | 100.00% |
15.10.2020 | 1.24% | 80.52 | 81.52 | 250'000 | 250'000 | 250'000 | 250'000 | 200'066 | 202'566 | 90.70% | 90.70% |
14.10.2020 | 1.22% | 81.94 | 82.94 | 250'000 | 250'000 | 250'000 | 250'000 | 204'043 | 206'543 | 100.00% | 100.00% |
13.10.2020 | 1.20% | 81.95 | 82.95 | 250'000 | 250'000 | 250'000 | 250'000 | 206'330 | 208'830 | 99.19% | 99.19% |