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 | 1.47% | 1.96 | 1.99 | 510'000 | 510'000 | 510'000 | 510'000 | 977'455 | 991'904 | 99.15% | 99.15% |
18.12.2019 | 0.49% | 1.96 | 1.97 | 510'000 | 510'000 | 510'000 | 510'000 | 1'029'280 | 1'034'380 | 99.94% | 99.94% |
17.12.2019 | 0.53% | 1.88 | 1.89 | 510'000 | 510'000 | 510'000 | 510'000 | 950'879 | 955'979 | 100.00% | 100.00% |
16.12.2019 | 0.54% | 1.93 | 1.94 | 510'000 | 510'000 | 510'000 | 510'000 | 947'170 | 952'270 | 100.00% | 100.00% |
13.12.2019 | 0.57% | 1.70 | 1.71 | 510'000 | 510'000 | 510'000 | 510'000 | 899'633 | 904'733 | 96.25% | 96.25% |
12.12.2019 | 0.60% | 1.76 | 1.77 | 520'000 | 520'000 | 520'000 | 520'000 | 858'462 | 863'662 | 94.96% | 94.96% |
11.12.2019 | 0.64% | 1.63 | 1.64 | 520'000 | 520'000 | 520'000 | 520'000 | 815'731 | 820'931 | 99.04% | 99.04% |
10.12.2019 | 0.65% | 1.57 | 1.58 | 520'000 | 520'000 | 520'000 | 520'000 | 793'177 | 798'377 | 97.26% | 97.26% |