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 | - | - |
15.01.2021 | 0.50% | 99.85 | 100.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'500 | 501'750 | 99.86% | 99.86% |
14.01.2021 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'998 | 501'999 | 99.86% | 99.86% |
13.01.2021 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'550 | 502'275 | 99.86% | 99.86% |
12.01.2021 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'527 | 501'264 | 99.86% | 99.86% |
11.01.2021 | 0.50% | 99.55 | 100.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'481 | 501'240 | 99.87% | 99.87% |
08.01.2021 | 0.50% | 99.65 | 100.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'958 | 501'479 | 99.86% | 99.86% |
07.01.2021 | 0.50% | 99.65 | 100.15 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'874 | 499'937 | 99.86% | 99.86% |
05.01.2021 | 0.50% | 99.90 | 100.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'866 | 501'433 | 99.86% | 99.86% |
04.01.2021 | 0.50% | 99.70 | 100.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'955 | 502'478 | 99.86% | 99.86% |