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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.12.2019 | 0.80% | 3.56 | 3.59 | 500'000 | 500'000 | 500'000 | 500'000 | 1'758'210 | 1'772'380 | 99.16% | 99.16% |
18.12.2019 | 0.28% | 3.56 | 3.57 | 510'000 | 510'000 | 510'000 | 510'000 | 1'845'130 | 1'850'230 | 99.90% | 99.90% |
17.12.2019 | 0.29% | 3.47 | 3.48 | 510'000 | 510'000 | 510'000 | 510'000 | 1'765'620 | 1'770'720 | 100.00% | 100.00% |
16.12.2019 | 0.29% | 3.53 | 3.54 | 510'000 | 510'000 | 510'000 | 510'000 | 1'761'480 | 1'766'580 | 100.00% | 100.00% |
13.12.2019 | 0.30% | 3.30 | 3.31 | 510'000 | 510'000 | 510'000 | 510'000 | 1'714'640 | 1'719'740 | 95.34% | 95.34% |
12.12.2019 | 0.31% | 3.35 | 3.36 | 510'000 | 510'000 | 510'000 | 510'000 | 1'654'500 | 1'659'600 | 94.94% | 94.94% |
11.12.2019 | 0.32% | 3.22 | 3.23 | 510'000 | 510'000 | 510'000 | 510'000 | 1'610'820 | 1'615'920 | 99.04% | 99.04% |
10.12.2019 | 0.32% | 3.16 | 3.17 | 510'000 | 510'000 | 510'000 | 510'000 | 1'587'220 | 1'592'320 | 97.91% | 97.91% |