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 | - | - |
06.07.2020 | 0.50% | 99.70 | 100.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'000 | 501'000 | 97.05% | 97.05% |
03.07.2020 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'500 | 501'250 | 94.47% | 94.47% |
02.07.2020 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'500 | 501'250 | 98.94% | 98.94% |
01.07.2020 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'000 | 501'500 | 64.48% | 64.48% |
30.06.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 98.99% | 98.99% |
29.06.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 99.34% | 99.34% |
26.06.2020 | 0.50% | 99.88 | 100.38 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'800 | 501'900 | 99.58% | 99.58% |
25.06.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'000 | 502'000 | 99.58% | 99.58% |
24.06.2020 | 0.50% | 99.96 | 100.46 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'600 | 502'300 | 99.55% | 99.55% |