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 | 3.58% | 0.24 | 0.25 | 250'000 | 250'000 | 154'680 | 154'680 | 41'605 | 43'152 | 98.19% | 98.19% |
20.12.2019 | 3.19% | 0.37 | 0.38 | 250'000 | 250'000 | 155'775 | 155'775 | 48'332 | 49'890 | 97.05% | 97.05% |
19.12.2019 | 2.44% | 0.32 | 0.33 | 250'000 | 250'000 | 154'574 | 154'574 | 61'251 | 62'797 | 99.11% | 99.11% |
18.12.2019 | 1.79% | 0.50 | 0.51 | 250'000 | 250'000 | 154'437 | 154'437 | 84'358 | 85'903 | 98.94% | 98.94% |
17.12.2019 | 1.69% | 0.57 | 0.58 | 250'000 | 250'000 | 155'091 | 155'091 | 90'157 | 91'708 | 93.84% | 93.84% |
16.12.2019 | 1.37% | 0.58 | 0.59 | 250'000 | 250'000 | 154'486 | 154'486 | 109'500 | 111'045 | 99.31% | 99.31% |
13.12.2019 | 1.32% | 0.77 | 0.78 | 250'000 | 250'000 | 154'549 | 154'549 | 115'866 | 117'411 | 99.25% | 99.25% |
12.12.2019 | 1.23% | 0.79 | 0.80 | 250'000 | 250'000 | 154'402 | 154'402 | 123'786 | 125'330 | 99.22% | 99.22% |
11.12.2019 | 1.17% | 0.82 | 0.83 | 250'000 | 250'000 | 155'174 | 155'174 | 130'676 | 132'227 | 98.10% | 98.10% |