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 | 1.68% | 1.18 | 1.20 | 298'130 | 300'000 | 300'000 | 300'000 | 354'094 | 360'094 | 10.63% | 10.63% |
19.12.2019 | 1.72% | 1.16 | 1.18 | 300'000 | 300'000 | 300'000 | 300'000 | 346'565 | 352'565 | 96.30% | 96.30% |
18.12.2019 | 1.69% | 1.14 | 1.16 | 300'000 | 300'000 | 300'000 | 300'000 | 352'362 | 358'362 | 98.27% | 98.27% |
17.12.2019 | 1.74% | 1.14 | 1.16 | 300'000 | 300'000 | 300'000 | 300'000 | 341'240 | 347'240 | 100.00% | 100.00% |
16.12.2019 | 1.79% | 1.14 | 1.16 | 300'000 | 300'000 | 300'000 | 300'000 | 332'928 | 338'928 | 100.00% | 100.00% |
13.12.2019 | 1.78% | 1.11 | 1.13 | 300'000 | 300'000 | 300'000 | 300'000 | 334'029 | 340'029 | 100.00% | 100.00% |
12.12.2019 | 1.79% | 1.12 | 1.14 | 300'000 | 300'000 | 300'000 | 300'000 | 332'215 | 338'215 | 100.00% | 100.00% |
11.12.2019 | 1.82% | 1.11 | 1.13 | 300'000 | 300'000 | 300'000 | 300'000 | 326'027 | 332'027 | 100.00% | 100.00% |
10.12.2019 | 1.83% | 1.09 | 1.11 | 300'000 | 300'000 | 300'000 | 300'000 | 324'114 | 330'114 | 100.00% | 100.00% |