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 | 0.37% | 2.85 | 2.86 | 500'000 | 500'000 | 500'000 | 500'000 | 1'366'940 | 1'371'940 | 90.61% | 90.61% |
19.12.2019 | 0.39% | 2.62 | 2.63 | 510'000 | 510'000 | 510'000 | 510'000 | 1'319'900 | 1'325'000 | 98.78% | 98.78% |
18.12.2019 | 0.36% | 2.69 | 2.70 | 500'000 | 500'000 | 500'000 | 500'000 | 1'379'610 | 1'384'610 | 95.07% | 95.07% |
17.12.2019 | 0.34% | 2.85 | 2.86 | 510'000 | 510'000 | 510'000 | 510'000 | 1'486'600 | 1'491'700 | 99.39% | 99.39% |
16.12.2019 | 0.33% | 3.12 | 3.13 | 510'000 | 510'000 | 510'000 | 510'000 | 1'547'140 | 1'552'240 | 99.56% | 99.56% |
13.12.2019 | 0.33% | 2.86 | 2.87 | 510'000 | 510'000 | 510'000 | 510'000 | 1'535'750 | 1'540'850 | 91.85% | 91.85% |
12.12.2019 | 0.38% | 2.78 | 2.79 | 510'000 | 510'000 | 510'000 | 510'000 | 1'324'170 | 1'329'270 | 90.61% | 90.61% |
11.12.2019 | 0.41% | 2.54 | 2.55 | 520'000 | 520'000 | 520'000 | 520'000 | 1'280'480 | 1'285'680 | 98.31% | 98.31% |
10.12.2019 | 0.46% | 2.34 | 2.35 | 520'000 | 520'000 | 520'000 | 520'000 | 1'127'500 | 1'132'700 | 97.57% | 97.57% |