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 | - | - |
16.12.2019 | 0.43% | 23.40 | 23.50 | 50'000 | 50'000 | 50'000 | 50'000 | 1'163'700 | 1'168'700 | 100.00% | 100.00% |
13.12.2019 | 0.43% | 23.20 | 23.30 | 50'000 | 50'000 | 50'000 | 50'000 | 1'171'630 | 1'176'630 | 99.98% | 99.98% |
12.12.2019 | 0.44% | 23.15 | 23.25 | 50'000 | 50'000 | 50'000 | 50'000 | 1'140'110 | 1'145'110 | 99.99% | 99.99% |
11.12.2019 | 0.45% | 22.50 | 22.60 | 50'000 | 50'000 | 50'000 | 50'000 | 1'117'060 | 1'122'060 | 99.99% | 99.99% |
10.12.2019 | 0.45% | 22.20 | 22.30 | 50'000 | 50'000 | 50'000 | 50'000 | 1'106'830 | 1'111'830 | 99.99% | 99.99% |
09.12.2019 | 0.45% | 22.20 | 22.30 | 50'000 | 50'000 | 50'000 | 50'000 | 1'116'330 | 1'121'330 | 99.91% | 99.91% |
06.12.2019 | 0.45% | 22.05 | 22.15 | 50'000 | 50'000 | 50'000 | 50'000 | 1'103'260 | 1'108'260 | 65.38% | 65.38% |
05.12.2019 | 0.45% | 22.05 | 22.15 | 50'000 | 50'000 | 50'000 | 50'000 | 1'105'470 | 1'110'470 | 100.00% | 100.00% |
04.12.2019 | 0.46% | 21.85 | 21.95 | 50'000 | 50'000 | 50'000 | 50'000 | 1'095'130 | 1'100'130 | 99.95% | 99.95% |