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 | - | - |
20.12.2019 | 0.52% | 3.83 | 3.85 | 300'000 | 300'000 | 300'000 | 300'000 | 1'143'740 | 1'149'740 | 100.00% | 100.00% |
19.12.2019 | 0.53% | 3.77 | 3.79 | 300'000 | 300'000 | 300'000 | 300'000 | 1'122'910 | 1'128'910 | 92.53% | 92.53% |
18.12.2019 | 0.52% | 3.83 | 3.85 | 300'000 | 300'000 | 300'000 | 300'000 | 1'146'820 | 1'152'820 | 99.75% | 99.75% |
17.12.2019 | 0.53% | 3.80 | 3.82 | 300'000 | 300'000 | 300'000 | 300'000 | 1'138'760 | 1'144'760 | 99.68% | 99.68% |
16.12.2019 | 0.53% | 3.76 | 3.78 | 300'000 | 300'000 | 300'000 | 300'000 | 1'129'100 | 1'135'100 | 78.83% | 78.83% |
13.12.2019 | 0.54% | 3.70 | 3.72 | 300'000 | 300'000 | 299'977 | 299'977 | 1'118'280 | 1'124'280 | 99.03% | 99.03% |
12.12.2019 | 0.54% | 3.72 | 3.74 | 300'000 | 300'000 | 300'000 | 300'000 | 1'099'030 | 1'105'030 | 98.25% | 98.25% |
11.12.2019 | 0.55% | 3.65 | 3.67 | 300'000 | 300'000 | 300'000 | 300'000 | 1'091'670 | 1'097'670 | 100.00% | 100.00% |
10.12.2019 | 0.55% | 3.64 | 3.66 | 300'000 | 300'000 | 300'000 | 300'000 | 1'096'240 | 1'102'240 | 100.00% | 100.00% |