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 | 0.31% | 3.18 | 3.19 | 90'000 | 90'000 | 90'000 | 90'000 | 285'457 | 286'357 | 99.54% | 99.54% |
19.12.2019 | 0.32% | 3.15 | 3.16 | 350'000 | 350'000 | 191'265 | 191'265 | 604'374 | 606'287 | 98.41% | 98.41% |
18.12.2019 | 0.31% | 3.16 | 3.17 | 350'000 | 350'000 | 191'083 | 191'083 | 605'850 | 607'761 | 98.98% | 98.98% |
17.12.2019 | 0.31% | 3.19 | 3.20 | 350'000 | 350'000 | 191'756 | 191'756 | 608'308 | 610'226 | 98.10% | 98.10% |
16.12.2019 | 0.32% | 3.18 | 3.19 | 360'000 | 360'000 | 192'493 | 192'493 | 603'341 | 605'266 | 98.91% | 98.91% |
13.12.2019 | 0.33% | 3.04 | 3.05 | 350'000 | 350'000 | 190'558 | 190'558 | 579'217 | 581'122 | 97.47% | 97.47% |
12.12.2019 | 0.33% | 2.99 | 3.00 | 350'000 | 350'000 | 191'449 | 191'449 | 570'672 | 572'587 | 97.64% | 97.64% |
11.12.2019 | 0.34% | 2.98 | 2.99 | 350'000 | 350'000 | 191'261 | 191'261 | 570'124 | 572'037 | 98.81% | 98.81% |
10.12.2019 | 0.34% | 2.97 | 2.98 | 350'000 | 350'000 | 191'571 | 191'571 | 561'548 | 563'464 | 97.29% | 97.29% |