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 | 0.65% | 4.36 | 4.39 | 500'000 | 500'000 | 500'000 | 500'000 | 2'158'240 | 2'172'410 | 99.15% | 99.15% |
18.12.2019 | 0.23% | 4.36 | 4.37 | 500'000 | 500'000 | 500'000 | 500'000 | 2'209'020 | 2'214'020 | 99.94% | 99.94% |
17.12.2019 | 0.23% | 4.27 | 4.28 | 510'000 | 510'000 | 510'000 | 510'000 | 2'173'550 | 2'178'650 | 100.00% | 100.00% |
16.12.2019 | 0.23% | 4.33 | 4.34 | 500'000 | 500'000 | 500'000 | 500'000 | 2'126'680 | 2'131'680 | 99.98% | 99.98% |
13.12.2019 | 0.24% | 4.10 | 4.11 | 510'000 | 510'000 | 510'000 | 510'000 | 2'122'570 | 2'127'670 | 95.52% | 95.52% |
12.12.2019 | 0.25% | 4.15 | 4.16 | 510'000 | 510'000 | 510'000 | 510'000 | 2'062'080 | 2'067'180 | 95.00% | 95.00% |
11.12.2019 | 0.25% | 4.02 | 4.03 | 510'000 | 510'000 | 510'000 | 510'000 | 2'018'110 | 2'023'210 | 99.06% | 99.06% |
10.12.2019 | 0.26% | 3.96 | 3.97 | 510'000 | 510'000 | 510'000 | 510'000 | 1'994'330 | 1'999'430 | 97.25% | 97.25% |