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 | - | - |
23.01.2020 | 0.50% | 99.75 | 100.25 | 500'000 | 500'000 | 500'000 | 500'000 | 498'985 | 501'485 | 100.00% | 100.00% |
22.01.2020 | 0.50% | 99.80 | 100.30 | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 | 501'500 | 100.00% | 100.00% |
21.01.2020 | 0.50% | 99.75 | 100.25 | 500'000 | 500'000 | 500'000 | 500'000 | 498'752 | 501'252 | 99.78% | 99.78% |
20.01.2020 | 0.50% | 99.75 | 100.25 | 500'000 | 500'000 | 500'000 | 500'000 | 498'762 | 501'262 | 100.00% | 100.00% |
17.01.2020 | 0.50% | 99.70 | 100.20 | 500'000 | 500'000 | 500'000 | 500'000 | 498'713 | 501'213 | 99.98% | 99.98% |
16.01.2020 | 0.50% | 99.65 | 100.15 | 500'000 | 500'000 | 500'000 | 500'000 | 498'357 | 500'857 | 100.00% | 100.00% |
15.01.2020 | 0.50% | 99.65 | 100.15 | 500'000 | 500'000 | 500'000 | 500'000 | 498'095 | 500'595 | 100.00% | 100.00% |
14.01.2020 | 0.50% | 99.45 | 99.95 | 500'000 | 500'000 | 500'000 | 500'000 | 497'001 | 499'501 | 99.42% | 99.42% |
13.01.2020 | 0.50% | 99.50 | 100.00 | 500'000 | 500'000 | 500'000 | 500'000 | 497'741 | 500'241 | 100.00% | 100.00% |