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 | - | - |
30.11.2020 | 0.81% | 116.02 | 116.96 | 250'000 | 250'000 | 250'000 | 250'000 | 290'050 | 292'400 | 100.00% | 100.00% |
27.11.2020 | 0.81% | 115.84 | 116.78 | 250'000 | 250'000 | 250'000 | 250'000 | 289'600 | 291'950 | 88.65% | 88.65% |
26.11.2020 | 0.81% | 115.79 | 116.73 | 250'000 | 250'000 | 250'000 | 250'000 | 289'475 | 291'825 | 100.00% | 100.00% |
25.11.2020 | 0.80% | 115.74 | 116.67 | 250'000 | 250'000 | 250'000 | 250'000 | 289'350 | 291'675 | 100.00% | 100.00% |
24.11.2020 | 0.80% | 115.68 | 116.61 | 250'000 | 250'000 | 250'000 | 250'000 | 289'200 | 291'525 | 100.00% | 100.00% |
23.11.2020 | 0.80% | 115.62 | 116.55 | 250'000 | 250'000 | 250'000 | 250'000 | 289'050 | 291'375 | 100.00% | 100.00% |
20.11.2020 | 0.80% | 115.51 | 116.44 | 250'000 | 250'000 | 250'000 | 250'000 | 288'775 | 291'100 | 100.00% | 100.00% |
19.11.2020 | 0.80% | 115.51 | 116.44 | 250'000 | 250'000 | 250'000 | 250'000 | 287'858 | 290'183 | 100.00% | 100.00% |
18.11.2020 | 0.81% | 115.00 | 115.93 | 250'000 | 250'000 | 250'000 | 250'000 | 287'500 | 289'825 | 100.00% | 100.00% |