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 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 | 502'250 | 99.66% | 99.66% |
19.12.2019 | 0.50% | 100.00 | 100.50 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 | 100.00% | 100.00% |
18.12.2019 | 0.50% | 100.05 | 100.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'500 | 502'750 | 100.00% | 100.00% |
17.12.2019 | 0.50% | 100.10 | 100.60 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'060 | 502'532 | 100.00% | 100.00% |
16.12.2019 | 0.50% | 99.95 | 100.45 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'956 | 502'478 | 99.74% | 99.74% |
13.12.2019 | 0.50% | 100.15 | 100.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'500 | 503'250 | 99.86% | 99.86% |
12.12.2019 | 0.50% | 100.15 | 100.65 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'500 | 503'250 | 99.63% | 99.63% |
11.12.2019 | 0.50% | 100.25 | 100.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'500 | 503'750 | 99.77% | 99.77% |
10.12.2019 | 0.50% | 100.25 | 100.75 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002'500 | 503'750 | 100.00% | 100.00% |