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 | - | - |
15.10.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 95.91% | 95.91% |
14.10.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 96.73% | 96.81% |
13.10.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 498'999 | 100'200 | 99.01% | 99.01% |
12.10.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 499'000 | 100'200 | 99.03% | 99.03% |
09.10.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 498'892 | 100'178 | 98.66% | 98.66% |
08.10.2020 | 0.40% | 99.40 | 99.80 | 500'000 | 100'000 | 500'000 | 100'000 | 495'692 | 99'539 | 99.39% | 99.39% |
07.10.2020 | 0.51% | 97.20 | 97.80 | 500'000 | 100'000 | 500'000 | 100'000 | 489'019 | 98'307 | 97.54% | 97.54% |
06.10.2020 | 0.42% | 98.30 | 98.70 | 500'000 | 100'000 | 500'000 | 100'000 | 491'011 | 98'612 | 97.96% | 97.96% |
05.10.2020 | 0.50% | 98.30 | 98.70 | 500'000 | 100'000 | 500'000 | 100'000 | 486'696 | 97'829 | 96.81% | 96.81% |