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 | 124'469 | 24'894 | 124'096 | 24'919 | 98.61% | 98.61% |
17.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 135'133 | 27'027 | 134'728 | 27'054 | 98.51% | 98.51% |
16.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 121'174 | 24'235 | 120'810 | 24'259 | 98.58% | 98.58% |
13.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 114'377 | 22'875 | 114'148 | 22'921 | 97.21% | 97.21% |
12.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 120'445 | 24'089 | 120'204 | 24'137 | 99.51% | 99.51% |
11.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 121'225 | 24'245 | 120'976 | 24'292 | 98.48% | 98.48% |
10.11.2020 | 0.40% | 99.70 | 100.10 | 500'000 | 100'000 | 146'955 | 29'391 | 146'514 | 29'420 | 99.58% | 99.58% |
09.11.2020 | 0.40% | 99.60 | 100.00 | 500'000 | 100'000 | 152'192 | 30'438 | 151'635 | 30'449 | 94.48% | 94.48% |
06.11.2020 | 0.40% | 99.80 | 100.20 | 500'000 | 100'000 | 142'870 | 28'574 | 142'584 | 28'631 | 98.08% | 98.08% |