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 | 0.42% | 6.76 | 6.79 | 500'000 | 500'000 | 500'000 | 500'000 | 3'358'350 | 3'372'520 | 99.13% | 99.13% |
18.12.2019 | 0.15% | 6.76 | 6.77 | 500'000 | 500'000 | 500'000 | 500'000 | 3'409'210 | 3'414'210 | 99.95% | 99.95% |
17.12.2019 | 0.15% | 6.67 | 6.68 | 500'000 | 500'000 | 500'000 | 500'000 | 3'331'160 | 3'336'160 | 100.00% | 100.00% |
16.12.2019 | 0.15% | 6.73 | 6.74 | 500'000 | 500'000 | 500'000 | 500'000 | 3'326'860 | 3'331'860 | 99.93% | 99.93% |
13.12.2019 | 0.15% | 6.50 | 6.51 | 500'000 | 500'000 | 500'000 | 500'000 | 3'281'240 | 3'286'240 | 95.51% | 95.51% |
12.12.2019 | 0.16% | 6.55 | 6.56 | 500'000 | 500'000 | 500'000 | 500'000 | 3'221'490 | 3'226'490 | 94.99% | 94.99% |
11.12.2019 | 0.16% | 6.42 | 6.43 | 500'000 | 500'000 | 500'000 | 500'000 | 3'178'250 | 3'183'250 | 98.95% | 98.95% |
10.12.2019 | 0.16% | 6.35 | 6.36 | 500'000 | 500'000 | 500'000 | 500'000 | 3'154'930 | 3'159'930 | 97.82% | 97.82% |