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 | 0.99% | 100.44 | 101.44 | 250'000 | 250'000 | 250'000 | 250'000 | 251'100 | 253'600 | 99.11% | 99.11% |
28.08.2020 | 0.99% | 100.56 | 101.56 | 250'000 | 250'000 | 250'000 | 250'000 | 251'383 | 253'883 | 97.47% | 97.47% |
27.08.2020 | 0.99% | 100.54 | 101.54 | 250'000 | 250'000 | 250'000 | 250'000 | 251'478 | 253'978 | 100.00% | 100.00% |
26.08.2020 | 0.99% | 100.67 | 101.67 | 250'000 | 250'000 | 250'000 | 250'000 | 251'458 | 253'958 | 91.56% | 91.56% |
25.08.2020 | 0.99% | 100.36 | 101.36 | 250'000 | 250'000 | 250'000 | 250'000 | 251'194 | 253'694 | 100.00% | 100.00% |
24.08.2020 | 0.99% | 100.47 | 101.47 | 250'000 | 250'000 | 250'000 | 250'000 | 251'044 | 253'544 | 94.63% | 94.63% |
21.08.2020 | 0.99% | 100.47 | 101.47 | 250'000 | 250'000 | 250'000 | 250'000 | 251'239 | 253'739 | 100.00% | 100.00% |
20.08.2020 | 0.99% | 100.40 | 101.40 | 250'000 | 250'000 | 250'000 | 250'000 | 250'944 | 253'444 | 100.00% | 100.00% |
19.08.2020 | 0.99% | 100.63 | 101.63 | 250'000 | 250'000 | 250'000 | 250'000 | 250'855 | 253'355 | 100.00% | 100.00% |
18.08.2020 | 0.99% | 100.34 | 101.34 | 250'000 | 250'000 | 250'000 | 250'000 | 250'379 | 252'879 | 99.18% | 99.18% |