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 | - | - |
27.08.2020 | 0.49% | 100.85 | 101.35 | 500'000 | 500'000 | 500'000 | 500'000 | 504'250 | 506'750 | 99.36% | 99.36% |
26.08.2020 | 0.49% | 100.90 | 101.40 | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 | 507'000 | 100.00% | 100.00% |
25.08.2020 | 0.49% | 100.95 | 101.45 | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 | 507'250 | 100.00% | 100.00% |
24.08.2020 | 0.49% | 100.95 | 101.45 | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 | 507'250 | 100.00% | 100.00% |
21.08.2020 | 0.49% | 100.85 | 101.35 | 500'000 | 500'000 | 500'000 | 500'000 | 504'450 | 506'950 | 100.00% | 100.00% |
20.08.2020 | 0.50% | 100.80 | 101.30 | 500'000 | 500'000 | 500'000 | 500'000 | 503'332 | 505'832 | 100.00% | 100.00% |
19.08.2020 | 0.50% | 100.60 | 101.10 | 500'000 | 500'000 | 500'000 | 500'000 | 503'378 | 505'878 | 99.78% | 99.78% |
18.08.2020 | 0.50% | 100.45 | 100.95 | 500'000 | 500'000 | 500'000 | 500'000 | 502'813 | 505'313 | 85.85% | 85.85% |
17.08.2020 | 0.50% | 100.60 | 101.10 | 500'000 | 500'000 | 500'000 | 500'000 | 502'324 | 504'824 | 100.00% | 100.00% |