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 | - | - |
21.12.2020 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 99.86% | 99.86% |
18.12.2020 | 0.50% | 99.84 | 100.34 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'400 | 501'700 | 99.86% | 99.86% |
17.12.2020 | 0.50% | 99.86 | 100.36 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'600 | 501'800 | 99.86% | 99.86% |
16.12.2020 | 0.50% | 99.92 | 100.42 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'200 | 502'100 | 99.86% | 99.86% |
15.12.2020 | 0.50% | 99.94 | 100.44 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'400 | 502'200 | 99.86% | 99.86% |
14.12.2020 | 0.50% | 99.96 | 100.46 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'600 | 502'300 | 99.86% | 99.86% |
11.12.2020 | 0.50% | 99.98 | 100.48 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'734 | 502'367 | 99.84% | 99.84% |
10.12.2020 | 0.50% | 99.99 | 100.49 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'900 | 502'450 | 99.86% | 99.86% |
09.12.2020 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 99.86% | 99.86% |