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 | - | - |
13.12.2019 | 3.89% | 0.29 | 0.30 | 1'125'000 | 1'123'000 | 1'125'000 | 1'124'960 | 287'829 | 299'066 | 100.00% | 100.00% |
12.12.2019 | 2.53% | 0.33 | 0.34 | 1'125'000 | 1'125'000 | 1'124'980 | 1'125'000 | 446'936 | 458'192 | 100.00% | 100.00% |
11.12.2019 | 2.01% | 0.48 | 0.49 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 555'388 | 566'638 | 100.00% | 100.00% |
10.12.2019 | 1.80% | 0.49 | 0.50 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'790 | 624'136 | 635'262 | 99.46% | 99.46% |
09.12.2019 | 2.16% | 0.45 | 0.46 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'980 | 515'709 | 526'950 | 99.47% | 99.47% |
06.12.2019 | 1.83% | 0.47 | 0.48 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 613'098 | 624'348 | 99.61% | 99.61% |
05.12.2019 | 1.63% | 0.65 | 0.66 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 685'070 | 696'320 | 97.29% | 97.29% |
04.12.2019 | 1.53% | 0.63 | 0.64 | 1'125'000 | 1'125'000 | 1'124'920 | 1'125'000 | 733'788 | 745'087 | 100.00% | 100.00% |
03.12.2019 | 1.43% | 0.82 | 0.83 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 795'142 | 806'392 | 98.26% | 98.26% |