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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.08.2020 | 0.50% | 79.10 | 79.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 805'901 | 404'951 | 99.74% | 99.74% |
28.08.2020 | 0.50% | 80.05 | 80.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 802'843 | 403'421 | 99.70% | 99.70% |
27.08.2020 | 0.49% | 80.85 | 81.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 811'284 | 407'642 | 99.41% | 99.41% |
26.08.2020 | 0.49% | 81.30 | 81.70 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 814'554 | 409'277 | 99.25% | 99.25% |
25.08.2020 | 0.48% | 81.40 | 81.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 823'054 | 413'527 | 99.58% | 99.58% |
24.08.2020 | 0.49% | 82.05 | 82.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 811'682 | 407'841 | 99.38% | 99.38% |
21.08.2020 | 0.50% | 79.35 | 79.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 798'620 | 401'310 | 99.13% | 99.13% |
20.08.2020 | 0.49% | 80.65 | 81.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 810'267 | 407'134 | 99.62% | 99.62% |
19.08.2020 | 0.49% | 82.00 | 82.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 819'121 | 411'561 | 98.94% | 98.94% |
18.08.2020 | 0.48% | 82.05 | 82.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 825'162 | 414'581 | 99.16% | 99.16% |