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 | - | - |
27.11.2020 | 0.67% | 74.89 | 75.39 | 500'000 | 500'000 | 500'000 | 500'000 | 373'355 | 375'855 | 99.66% | 99.66% |
26.11.2020 | 0.67% | 74.73 | 75.23 | 500'000 | 500'000 | 500'000 | 500'000 | 372'076 | 374'576 | 100.00% | 100.00% |
25.11.2020 | 0.67% | 74.56 | 75.06 | 500'000 | 500'000 | 500'000 | 500'000 | 371'851 | 374'351 | 99.67% | 99.67% |
24.11.2020 | 0.68% | 73.67 | 74.17 | 500'000 | 500'000 | 500'000 | 500'000 | 367'995 | 370'495 | 100.00% | 100.00% |
23.11.2020 | 0.69% | 72.19 | 72.69 | 500'000 | 500'000 | 500'000 | 500'000 | 363'173 | 365'673 | 99.97% | 99.97% |
20.11.2020 | 0.70% | 72.25 | 72.75 | 500'000 | 500'000 | 500'000 | 500'000 | 358'206 | 360'706 | 92.63% | 92.63% |
19.11.2020 | 0.70% | 70.25 | 70.75 | 500'000 | 500'000 | 500'000 | 500'000 | 353'439 | 355'939 | 99.16% | 99.16% |
18.11.2020 | 0.70% | 71.99 | 72.49 | 500'000 | 500'000 | 500'000 | 500'000 | 357'014 | 359'514 | 100.00% | 100.00% |
17.11.2020 | 0.69% | 72.10 | 72.60 | 500'000 | 500'000 | 500'000 | 500'000 | 359'736 | 362'236 | 97.58% | 97.58% |