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 | - | - |
18.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 124'118 | 24'824 | 123'746 | 24'848 | 99.20% | 99.20% |
17.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 134'999 | 27'000 | 134'594 | 27'027 | 98.59% | 98.59% |
16.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 120'774 | 24'155 | 120'412 | 24'179 | 99.09% | 99.09% |
13.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 118'241 | 23'648 | 117'886 | 23'672 | 98.98% | 98.98% |
12.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 120'550 | 24'110 | 120'188 | 24'134 | 99.39% | 99.39% |
11.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 120'950 | 24'190 | 120'701 | 24'237 | 98.79% | 98.79% |
10.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 147'403 | 29'481 | 146'961 | 29'510 | 99.13% | 99.13% |
09.11.2020 | 0.40% | 99.50 | 99.90 | 500'000 | 100'000 | 143'404 | 28'681 | 142'740 | 28'663 | 98.39% | 98.39% |
06.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 148'469 | 29'694 | 148'024 | 29'724 | 98.06% | 98.06% |