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 | - | - |
30.11.2020 | 0.51% | 97.80 | 98.30 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'140 | 491'570 | 99.69% | 99.69% |
27.11.2020 | 0.51% | 97.30 | 97.80 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'657 | 487'828 | 99.78% | 99.78% |
26.11.2020 | 0.52% | 96.65 | 97.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'092 | 485'546 | 99.84% | 99.84% |
25.11.2020 | 0.52% | 97.15 | 97.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'096 | 484'548 | 99.87% | 99.87% |
24.11.2020 | 0.52% | 96.45 | 96.95 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'648 | 481'824 | 99.86% | 99.86% |
23.11.2020 | 0.52% | 95.00 | 95.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'938 | 478'460 | 99.80% | 99.80% |
20.11.2020 | 0.52% | 94.70 | 95.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'948 | 478'460 | 99.86% | 99.86% |
19.11.2020 | 0.49% | 95.05 | 95.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'723 | 474'173 | 99.86% | 99.86% |
18.11.2020 | 0.48% | 93.50 | 93.95 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'308 | 468'404 | 99.86% | 99.86% |