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 | - | - |
19.12.2019 | 0.28% | 1'411.00 | 1'415.00 | 1'000 | 500 | 1'000 | 500 | 1'409'770 | 706'886 | 96.96% | 96.96% |
18.12.2019 | 0.28% | 1'410.00 | 1'414.00 | 1'000 | 500 | 1'000 | 500 | 1'409'140 | 706'570 | 96.57% | 96.57% |
17.12.2019 | 0.28% | 1'409.00 | 1'413.00 | 1'000 | 500 | 1'000 | 500 | 1'408'730 | 706'364 | 99.50% | 99.50% |
16.12.2019 | 0.28% | 1'410.00 | 1'414.00 | 1'000 | 500 | 1'000 | 500 | 1'405'660 | 704'828 | 99.28% | 99.28% |
13.12.2019 | 0.29% | 1'396.00 | 1'400.00 | 1'000 | 500 | 1'000 | 500 | 1'401'330 | 702'665 | 99.79% | 99.79% |
12.12.2019 | 0.29% | 1'397.00 | 1'401.00 | 1'000 | 500 | 1'000 | 500 | 1'389'300 | 696'648 | 99.03% | 99.03% |
11.12.2019 | 0.29% | 1'383.00 | 1'387.00 | 1'000 | 500 | 1'000 | 500 | 1'383'370 | 693'685 | 99.99% | 99.99% |
10.12.2019 | 0.29% | 1'384.00 | 1'388.00 | 1'000 | 500 | 1'000 | 500 | 1'379'880 | 691'938 | 100.00% | 100.00% |
09.12.2019 | 0.29% | 1'387.00 | 1'391.00 | 1'000 | 500 | 1'000 | 500 | 1'386'340 | 695'171 | 98.83% | 98.83% |