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 | - | - |
23.12.2019 | 0.50% | 99.95 | 100.45 | 500'000 | 500'000 | 500'000 | 500'000 | 499'749 | 502'249 | 100.00% | 100.00% |
20.12.2019 | 0.50% | 100.00 | 100.50 | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 | 100.00% | 100.00% |
19.12.2019 | 0.50% | 100.00 | 100.50 | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 | 100.00% | 100.00% |
18.12.2019 | 0.50% | 100.10 | 100.60 | 500'000 | 500'000 | 500'000 | 500'000 | 500'465 | 502'965 | 100.00% | 100.00% |
17.12.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'250 | 502'750 | 100.00% | 100.00% |
16.12.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'475 | 502'975 | 100.00% | 100.00% |
13.12.2019 | 0.50% | 100.05 | 100.55 | 500'000 | 500'000 | 500'000 | 500'000 | 500'223 | 502'723 | 100.00% | 100.00% |
12.12.2019 | 0.50% | 99.95 | 100.45 | 500'000 | 500'000 | 500'000 | 500'000 | 499'579 | 502'079 | 87.88% | 87.88% |
11.12.2019 | 0.50% | 100.00 | 100.50 | 500'000 | 500'000 | 500'000 | 500'000 | 499'894 | 502'394 | 100.00% | 100.00% |