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 | 500'000 | 100'000 | 498'500 | 100'100 | 99.65% | 99.65% |
17.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 99.52% | 99.52% |
16.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 100.00% | 100.00% |
13.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 99.40% | 99.40% |
12.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 100.00% | 100.00% |
11.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 500'000 | 100'000 | 498'933 | 100'187 | 99.28% | 99.28% |
10.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 99.97% | 99.97% |
09.11.2020 | 0.40% | 99.50 | 99.90 | 500'000 | 100'000 | 500'000 | 100'000 | 498'022 | 100'004 | 100.00% | 100.00% |
06.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 | 100'100 | 99.71% | 99.71% |