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 | 0.16% | 6.31 | 6.32 | 500'000 | 500'000 | 500'000 | 500'000 | 3'110'980 | 3'115'980 | 90.52% | 90.52% |
19.12.2019 | 0.16% | 6.10 | 6.11 | 500'000 | 500'000 | 500'000 | 500'000 | 3'038'570 | 3'043'570 | 98.85% | 98.85% |
18.12.2019 | 0.16% | 6.18 | 6.19 | 500'000 | 500'000 | 500'000 | 500'000 | 3'126'130 | 3'131'130 | 95.10% | 95.10% |
17.12.2019 | 0.16% | 6.35 | 6.36 | 500'000 | 500'000 | 500'000 | 500'000 | 3'209'370 | 3'214'370 | 99.37% | 99.37% |
16.12.2019 | 0.15% | 6.63 | 6.64 | 500'000 | 500'000 | 500'000 | 500'000 | 3'268'410 | 3'273'410 | 99.58% | 99.58% |
13.12.2019 | 0.15% | 6.36 | 6.37 | 510'000 | 510'000 | 510'000 | 510'000 | 3'326'630 | 3'331'730 | 90.81% | 90.81% |
12.12.2019 | 0.16% | 6.28 | 6.29 | 510'000 | 510'000 | 510'000 | 510'000 | 3'106'240 | 3'111'340 | 90.75% | 90.75% |
11.12.2019 | 0.17% | 6.03 | 6.04 | 510'000 | 510'000 | 510'000 | 510'000 | 3'032'740 | 3'037'840 | 98.53% | 98.53% |
10.12.2019 | 0.18% | 5.83 | 5.84 | 510'000 | 510'000 | 510'000 | 510'000 | 2'879'300 | 2'884'400 | 97.75% | 97.75% |