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 | - | - |
20.07.2020 | 0.50% | 99.70 | 100.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'000 | 501'000 | 99.76% | 99.76% |
16.07.2020 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'500 | 501'250 | 98.55% | 98.55% |
15.07.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 98.39% | 98.39% |
14.07.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 97.65% | 97.65% |
13.07.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 97.09% | 97.09% |
10.07.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'000 | 502'000 | 98.19% | 98.19% |
09.07.2020 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'000 | 502'000 | 98.44% | 98.44% |
08.07.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 98.77% | 98.77% |
07.07.2020 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 99.27% | 99.27% |