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 | 0.60% | 1.81 | 1.82 | 500'000 | 500'000 | 500'000 | 500'000 | 903'049 | 908'519 | 100.00% | 100.00% |
19.12.2019 | 0.64% | 1.74 | 1.75 | 500'000 | 500'000 | 500'000 | 500'000 | 853'339 | 858'818 | 100.00% | 100.00% |
18.12.2019 | 0.64% | 1.69 | 1.70 | 500'000 | 500'000 | 500'000 | 500'000 | 850'154 | 855'632 | 100.00% | 100.00% |
17.12.2019 | 0.66% | 1.67 | 1.68 | 500'000 | 500'000 | 500'000 | 500'000 | 830'466 | 835'953 | 99.86% | 99.86% |
16.12.2019 | 0.65% | 1.69 | 1.70 | 500'000 | 500'000 | 500'000 | 500'000 | 836'964 | 842'416 | 100.00% | 100.00% |
13.12.2019 | 0.66% | 1.62 | 1.63 | 500'000 | 500'000 | 500'000 | 500'000 | 820'749 | 826'212 | 100.00% | 100.00% |
12.12.2019 | 0.67% | 1.65 | 1.66 | 500'000 | 500'000 | 500'000 | 500'000 | 817'913 | 823'392 | 99.70% | 99.70% |
11.12.2019 | 0.67% | 1.66 | 1.67 | 500'000 | 500'000 | 500'000 | 500'000 | 819'668 | 825'153 | 100.00% | 100.00% |
10.12.2019 | 0.67% | 1.64 | 1.65 | 500'000 | 500'000 | 500'000 | 500'000 | 814'939 | 820'420 | 100.00% | 100.00% |