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 | - | - |
17.08.2020 | 0.50% | 99.80 | 100.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'613 | 501'307 | 99.85% | 99.85% |
14.08.2020 | 0.50% | 99.30 | 99.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'644 | 498'322 | 99.75% | 99.75% |
13.08.2020 | 0.50% | 99.50 | 100.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'571 | 500'286 | 99.80% | 99.80% |
12.08.2020 | 0.50% | 99.62 | 100.12 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'581 | 499'790 | 99.85% | 99.85% |
11.08.2020 | 0.50% | 99.35 | 99.85 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'513 | 499'256 | 99.76% | 99.76% |
10.08.2020 | 0.51% | 98.35 | 98.85 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'442 | 494'221 | 99.74% | 99.74% |
07.08.2020 | 0.51% | 98.05 | 98.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'500 | 491'250 | 99.74% | 99.74% |
06.08.2020 | 0.51% | 97.70 | 98.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'990 | 491'995 | 99.81% | 99.81% |
05.08.2020 | 0.51% | 98.30 | 98.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'883 | 493'942 | 99.82% | 99.82% |