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% | 98.85 | 99.35 | 500'000 | 500'000 | 500'000 | 500'000 | 494'250 | 496'750 | 100.00% | 100.00% |
20.02.2020 | 0.50% | 98.85 | 99.35 | 500'000 | 500'000 | 500'000 | 500'000 | 494'422 | 496'922 | 100.00% | 100.00% |
19.02.2020 | 0.50% | 99.00 | 99.50 | 500'000 | 500'000 | 500'000 | 499'989 | 494'943 | 497'432 | 96.81% | 96.81% |
18.02.2020 | 0.50% | 99.00 | 99.50 | 500'000 | 500'000 | 500'000 | 500'000 | 495'000 | 497'500 | 100.00% | 100.00% |
17.02.2020 | 0.50% | 99.05 | 99.55 | 500'000 | 500'000 | 500'000 | 500'000 | 495'214 | 497'714 | 100.00% | 100.00% |
14.02.2020 | 0.50% | 98.65 | 99.15 | 500'000 | 500'000 | 500'000 | 500'000 | 494'168 | 496'668 | 99.99% | 99.99% |
13.02.2020 | 0.50% | 98.85 | 99.35 | 500'000 | 500'000 | 500'000 | 500'000 | 493'967 | 496'467 | 99.95% | 99.95% |
12.02.2020 | 0.51% | 98.80 | 99.30 | 500'000 | 500'000 | 500'000 | 500'000 | 493'305 | 495'805 | 99.99% | 99.99% |
11.02.2020 | 0.51% | 97.85 | 98.35 | 500'000 | 500'000 | 500'000 | 500'000 | 487'199 | 489'699 | 100.00% | 100.00% |