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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
15.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
14.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 96.62% | 96.62% |
13.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
10.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
09.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
08.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 97.93% | 97.93% |
07.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 100.00% | 100.00% |
06.01.2020 | 0.49% | 102.72 | 103.22 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'054'400 | 1'548'300 | 99.59% | 99.59% |
03.01.2020 | 0.49% | 102.76 | 103.26 | 2'000'000 | 1'500'000 | 2'000'000 | 1'500'000 | 2'053'590 | 1'547'690 | 81.81% | 81.81% |