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 | 0.12% | 8.06 | 8.07 | 500'000 | 500'000 | 500'000 | 500'000 | 3'997'790 | 4'002'790 | 90.69% | 90.69% |
19.12.2019 | 0.13% | 7.87 | 7.88 | 500'000 | 500'000 | 500'000 | 500'000 | 3'925'820 | 3'930'820 | 98.83% | 98.83% |
18.12.2019 | 0.12% | 7.96 | 7.97 | 500'000 | 500'000 | 500'000 | 500'000 | 4'014'250 | 4'019'250 | 94.78% | 94.78% |
17.12.2019 | 0.12% | 8.13 | 8.14 | 500'000 | 500'000 | 500'000 | 500'000 | 4'100'470 | 4'105'470 | 99.48% | 99.48% |
16.12.2019 | 0.12% | 8.41 | 8.42 | 500'000 | 500'000 | 500'000 | 500'000 | 4'159'830 | 4'164'830 | 99.54% | 99.54% |
13.12.2019 | 0.12% | 8.13 | 8.14 | 500'000 | 500'000 | 500'000 | 500'000 | 4'154'030 | 4'159'030 | 91.99% | 91.99% |
12.12.2019 | 0.13% | 8.07 | 8.08 | 510'000 | 510'000 | 510'000 | 510'000 | 4'013'700 | 4'018'800 | 90.18% | 90.18% |
11.12.2019 | 0.13% | 7.81 | 7.82 | 510'000 | 510'000 | 510'000 | 510'000 | 3'938'980 | 3'944'080 | 98.26% | 98.26% |
10.12.2019 | 0.13% | 7.60 | 7.61 | 510'000 | 510'000 | 510'000 | 510'000 | 3'785'760 | 3'790'860 | 97.72% | 97.72% |