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 | 0.55% | 5.16 | 5.19 | 500'000 | 500'000 | 500'000 | 500'000 | 2'558'250 | 2'572'420 | 99.14% | 99.14% |
18.12.2019 | 0.19% | 5.16 | 5.17 | 500'000 | 500'000 | 500'000 | 500'000 | 2'609'050 | 2'614'050 | 100.00% | 100.00% |
17.12.2019 | 0.20% | 5.07 | 5.08 | 500'000 | 500'000 | 500'000 | 500'000 | 2'531'010 | 2'536'010 | 100.00% | 100.00% |
16.12.2019 | 0.20% | 5.13 | 5.14 | 500'000 | 500'000 | 500'000 | 500'000 | 2'526'680 | 2'531'680 | 99.99% | 99.99% |
13.12.2019 | 0.20% | 4.90 | 4.91 | 510'000 | 510'000 | 510'000 | 510'000 | 2'530'720 | 2'535'820 | 95.09% | 95.09% |
12.12.2019 | 0.21% | 4.95 | 4.96 | 510'000 | 510'000 | 510'000 | 510'000 | 2'469'900 | 2'475'000 | 94.95% | 94.95% |
11.12.2019 | 0.21% | 4.82 | 4.83 | 510'000 | 510'000 | 510'000 | 510'000 | 2'425'840 | 2'430'940 | 98.97% | 98.97% |
10.12.2019 | 0.21% | 4.75 | 4.76 | 510'000 | 510'000 | 510'000 | 510'000 | 2'402'010 | 2'407'110 | 97.24% | 97.24% |