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 | - | - |
19.12.2019 | 3.14% | 0.28 | 0.29 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 353'472 | 364'721 | 96.81% | 96.81% |
18.12.2019 | 2.93% | 0.31 | 0.32 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 378'320 | 389'570 | 99.76% | 99.76% |
17.12.2019 | 2.71% | 0.36 | 0.37 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 410'351 | 421'601 | 99.09% | 99.09% |
16.12.2019 | 2.28% | 0.36 | 0.37 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'920 | 492'196 | 503'411 | 100.00% | 100.00% |
13.12.2019 | 1.90% | 0.56 | 0.57 | 1'125'000 | 1'125'000 | 1'124'990 | 1'124'980 | 589'074 | 600'322 | 100.00% | 100.00% |
12.12.2019 | 1.50% | 0.60 | 0.61 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'990 | 748'312 | 759'557 | 100.00% | 100.00% |
11.12.2019 | 1.30% | 0.75 | 0.76 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 858'061 | 869'311 | 100.00% | 100.00% |
10.12.2019 | 1.21% | 0.76 | 0.77 | 1'125'000 | 1'125'000 | 1'125'000 | 1'124'990 | 928'608 | 939'851 | 99.54% | 99.54% |
09.12.2019 | 1.36% | 0.72 | 0.73 | 1'125'000 | 1'125'000 | 1'125'000 | 1'125'000 | 822'208 | 833'458 | 99.72% | 99.72% |