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 | 0.81% | 102.31 | 103.14 | 250'000 | 250'000 | 250'000 | 250'000 | 255'057 | 257'127 | 100.00% | 100.00% |
27.11.2020 | 0.81% | 101.55 | 102.37 | 240'000 | 250'000 | 245'347 | 250'000 | 247'887 | 254'644 | 90.99% | 90.99% |
26.11.2020 | 0.80% | 100.74 | 101.55 | 250'000 | 250'000 | 250'000 | 250'000 | 251'981 | 254'010 | 100.00% | 100.00% |
25.11.2020 | 0.81% | 100.32 | 101.13 | 250'000 | 250'000 | 250'000 | 250'000 | 250'449 | 252'474 | 100.00% | 100.00% |
24.11.2020 | 0.81% | 100.00 | 100.81 | 250'000 | 250'000 | 250'000 | 250'000 | 250'291 | 252'316 | 100.00% | 100.00% |
23.11.2020 | 0.81% | 99.58 | 100.38 | 250'000 | 250'000 | 250'000 | 250'000 | 249'724 | 251'747 | 100.00% | 100.00% |
20.11.2020 | 0.80% | 99.65 | 100.46 | 250'000 | 250'000 | 250'000 | 250'000 | 248'076 | 250'078 | 100.00% | 100.00% |
19.11.2020 | 0.81% | 98.95 | 99.75 | 250'000 | 140'000 | 250'000 | 150'644 | 246'571 | 149'776 | 100.00% | 100.00% |
18.11.2020 | 0.81% | 98.81 | 99.61 | 250'000 | 250'000 | 250'000 | 250'000 | 247'442 | 249'442 | 100.00% | 100.00% |