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 | - | - |
26.10.2020 | 1.12% | 44.44 | 44.94 | 250'000 | 250'000 | 250'000 | 250'000 | 111'006 | 112'256 | 100.00% | 100.00% |
23.10.2020 | 1.11% | 44.55 | 45.05 | 250'000 | 250'000 | 250'000 | 250'000 | 111'679 | 112'929 | 100.00% | 100.00% |
22.10.2020 | 1.16% | 43.31 | 43.81 | 250'000 | 250'000 | 250'000 | 250'000 | 107'547 | 108'797 | 100.00% | 100.00% |
21.10.2020 | 1.13% | 43.15 | 43.65 | 250'000 | 250'000 | 250'000 | 250'000 | 109'773 | 111'023 | 100.00% | 100.00% |
20.10.2020 | 1.14% | 44.27 | 44.77 | 250'000 | 250'000 | 250'000 | 250'000 | 109'477 | 110'727 | 100.00% | 100.00% |
19.10.2020 | 1.17% | 42.86 | 43.36 | 250'000 | 250'000 | 250'000 | 250'000 | 106'372 | 107'622 | 100.00% | 100.00% |
15.10.2020 | 1.22% | 41.77 | 42.27 | 250'000 | 250'000 | 250'000 | 250'000 | 102'058 | 103'308 | 100.00% | 100.00% |
14.10.2020 | 1.17% | 42.04 | 42.54 | 250'000 | 250'000 | 250'000 | 250'000 | 106'587 | 107'837 | 100.00% | 100.00% |
13.10.2020 | 1.13% | 42.53 | 43.03 | 250'000 | 250'000 | 250'000 | 250'000 | 109'534 | 110'784 | 100.00% | 100.00% |