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 | - | - |
28.10.2019 | 0.80% | 106.52 | 107.38 | 250'000 | 250'000 | 250'000 | 250'000 | 265'579 | 267'723 | 100.00% | 100.00% |
25.10.2019 | 0.81% | 104.40 | 105.24 | 250'000 | 250'000 | 250'000 | 250'000 | 259'291 | 261'387 | 99.42% | 99.42% |
24.10.2019 | 0.80% | 103.58 | 104.42 | 250'000 | 250'000 | 250'000 | 250'000 | 254'554 | 256'610 | 100.00% | 100.00% |
23.10.2019 | 0.80% | 100.30 | 101.11 | 250'000 | 250'000 | 250'000 | 250'000 | 249'810 | 251'826 | 100.00% | 100.00% |
22.10.2019 | 0.81% | 99.92 | 100.73 | 250'000 | 250'000 | 250'000 | 250'000 | 251'886 | 253'923 | 100.00% | 100.00% |
21.10.2019 | 0.80% | 99.47 | 100.27 | 250'000 | 250'000 | 250'000 | 250'000 | 246'633 | 248'623 | 100.00% | 100.00% |
18.10.2019 | 0.81% | 98.21 | 99.00 | 250'000 | 250'000 | 250'000 | 250'000 | 247'402 | 249'404 | 100.00% | 100.00% |
17.10.2019 | 0.80% | 100.68 | 101.49 | 250'000 | 250'000 | 250'000 | 250'000 | 252'088 | 254'119 | 100.00% | 100.00% |
16.10.2019 | 0.81% | 101.02 | 101.84 | 250'000 | 250'000 | 250'000 | 250'000 | 252'024 | 254'065 | 98.60% | 98.60% |