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 | - | - |
18.12.2019 | 0.15% | 6.72 | 6.73 | 300'000 | 300'000 | 300'000 | 300'000 | 2'013'540 | 2'016'540 | 100.00% | 100.00% |
17.12.2019 | 0.15% | 6.71 | 6.72 | 300'000 | 300'000 | 300'000 | 300'000 | 2'012'630 | 2'015'630 | 100.00% | 100.00% |
16.12.2019 | 0.15% | 6.76 | 6.77 | 300'000 | 300'000 | 300'000 | 300'000 | 2'018'140 | 2'021'140 | 100.00% | 100.00% |
13.12.2019 | 0.15% | 6.79 | 6.80 | 300'000 | 300'000 | 300'000 | 300'000 | 2'037'040 | 2'040'040 | 79.69% | 79.69% |
12.12.2019 | 0.15% | 6.87 | 6.88 | 300'000 | 300'000 | 300'000 | 300'000 | 2'028'010 | 2'031'010 | 99.93% | 99.93% |
11.12.2019 | 0.15% | 6.81 | 6.82 | 300'000 | 300'000 | 300'000 | 300'000 | 2'055'550 | 2'058'550 | 100.00% | 100.00% |
10.12.2019 | 0.15% | 6.90 | 6.91 | 300'000 | 300'000 | 300'000 | 300'000 | 2'063'250 | 2'066'250 | 99.93% | 99.93% |
09.12.2019 | 0.14% | 6.93 | 6.94 | 300'000 | 300'000 | 300'000 | 300'000 | 2'078'450 | 2'081'450 | 99.19% | 99.19% |
06.12.2019 | 0.15% | 6.98 | 6.99 | 300'000 | 300'000 | 300'000 | 300'000 | 2'047'990 | 2'050'990 | 79.96% | 79.96% |