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 | 0.10% | 9.83 | 9.84 | 500'000 | 500'000 | 500'000 | 500'000 | 4'869'810 | 4'874'810 | 90.73% | 90.73% |
19.12.2019 | 0.10% | 9.61 | 9.62 | 500'000 | 500'000 | 500'000 | 500'000 | 4'798'190 | 4'803'190 | 98.78% | 98.78% |
18.12.2019 | 0.10% | 9.71 | 9.72 | 500'000 | 500'000 | 500'000 | 500'000 | 4'887'580 | 4'892'580 | 94.92% | 94.92% |
17.12.2019 | 0.10% | 9.88 | 9.89 | 500'000 | 500'000 | 500'000 | 500'000 | 4'976'520 | 4'981'520 | 99.38% | 99.38% |
16.12.2019 | 0.10% | 10.16 | 10.17 | 500'000 | 500'000 | 500'000 | 500'000 | 5'036'270 | 5'041'270 | 99.56% | 99.56% |
13.12.2019 | 0.10% | 9.89 | 9.90 | 500'000 | 500'000 | 500'000 | 500'000 | 5'032'710 | 5'037'710 | 91.56% | 91.56% |
12.12.2019 | 0.10% | 9.83 | 9.84 | 500'000 | 500'000 | 500'000 | 500'000 | 4'810'590 | 4'815'590 | 90.32% | 90.32% |
11.12.2019 | 0.11% | 9.56 | 9.57 | 500'000 | 500'000 | 500'000 | 500'000 | 4'735'550 | 4'740'550 | 98.29% | 98.29% |
10.12.2019 | 0.11% | 9.35 | 9.36 | 500'000 | 500'000 | 500'000 | 500'000 | 4'585'630 | 4'590'630 | 97.75% | 97.75% |