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 | 1.04% | 2.76 | 2.79 | 500'000 | 500'000 | 500'000 | 500'000 | 1'358'190 | 1'372'360 | 99.17% | 99.17% |
18.12.2019 | 0.35% | 2.76 | 2.77 | 510'000 | 510'000 | 510'000 | 510'000 | 1'437'070 | 1'442'170 | 99.93% | 99.93% |
17.12.2019 | 0.37% | 2.68 | 2.69 | 510'000 | 510'000 | 510'000 | 510'000 | 1'358'100 | 1'363'200 | 99.73% | 99.73% |
16.12.2019 | 0.38% | 2.72 | 2.73 | 510'000 | 510'000 | 510'000 | 510'000 | 1'349'100 | 1'354'200 | 99.58% | 99.58% |
13.12.2019 | 0.39% | 2.49 | 2.50 | 510'000 | 510'000 | 510'000 | 510'000 | 1'302'460 | 1'307'560 | 92.70% | 92.70% |
12.12.2019 | 0.41% | 2.54 | 2.55 | 510'000 | 510'000 | 509'972 | 510'000 | 1'242'080 | 1'247'250 | 93.26% | 93.26% |
11.12.2019 | 0.42% | 2.41 | 2.42 | 510'000 | 510'000 | 510'000 | 510'000 | 1'199'380 | 1'204'480 | 98.36% | 98.36% |
10.12.2019 | 0.43% | 2.34 | 2.35 | 510'000 | 510'000 | 510'000 | 510'000 | 1'175'730 | 1'180'830 | 96.28% | 96.28% |