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 | - | - |
26.11.2020 | 1.14% | 47.79 | 48.34 | 50'000 | 2'500 | 50'000 | 2'500 | 2'395'960 | 121'173 | 100.00% | 100.00% |
25.11.2020 | 1.14% | 48.07 | 48.62 | 50'000 | 2'500 | 50'000 | 2'500 | 2'404'690 | 121'609 | 100.00% | 100.00% |
24.11.2020 | 1.15% | 47.86 | 48.41 | 49'500 | 2'500 | 49'802 | 2'500 | 2'371'080 | 120'401 | 100.00% | 100.00% |
23.11.2020 | 1.17% | 46.50 | 47.05 | 50'000 | 2'500 | 50'000 | 2'500 | 2'332'250 | 117'987 | 100.00% | 100.00% |
20.11.2020 | 1.18% | 46.07 | 46.62 | 6'600 | 2'500 | 11'600 | 2'500 | 538'601 | 117'198 | 99.95% | 99.95% |
19.11.2020 | 1.19% | 45.80 | 46.35 | 2'500 | 2'500 | 2'500 | 2'500 | 114'867 | 116'242 | 100.00% | 100.00% |
18.11.2020 | 1.17% | 46.83 | 47.38 | 2'500 | 2'500 | 2'500 | 2'500 | 116'404 | 117'779 | 100.00% | 100.00% |
17.11.2020 | 1.18% | 46.29 | 46.84 | 2'500 | 2'500 | 2'500 | 2'500 | 115'467 | 116'842 | 100.00% | 100.00% |
16.11.2020 | 1.18% | 46.46 | 47.01 | 2'500 | 2'500 | 2'500 | 2'500 | 115'356 | 116'731 | 100.00% | 100.00% |