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 | 1.64% | 1.22 | 1.24 | 225'000 | 75'000 | 225'000 | 75'000 | 272'150 | 92'217 | 99.38% | 99.38% |
19.12.2019 | 1.95% | 1.02 | 1.04 | 300'000 | 100'000 | 300'000 | 100'000 | 304'866 | 103'622 | 99.56% | 99.56% |
18.12.2019 | 1.95% | 1.02 | 1.04 | 300'000 | 100'000 | 300'000 | 100'000 | 304'630 | 103'543 | 100.00% | 100.00% |
17.12.2019 | 2.02% | 1.03 | 1.05 | 300'000 | 100'000 | 300'000 | 100'000 | 294'019 | 100'006 | 99.84% | 99.84% |
16.12.2019 | 1.89% | 1.07 | 1.09 | 300'000 | 100'000 | 300'000 | 100'000 | 315'442 | 107'147 | 100.00% | 100.00% |
13.12.2019 | 1.91% | 1.03 | 1.05 | 300'000 | 100'000 | 300'000 | 100'000 | 310'953 | 105'651 | 98.84% | 98.84% |
12.12.2019 | 1.93% | 1.02 | 1.04 | 300'000 | 100'000 | 300'000 | 100'000 | 307'396 | 104'465 | 99.64% | 99.64% |
11.12.2019 | 1.97% | 1.02 | 1.04 | 300'000 | 100'000 | 300'000 | 100'000 | 301'457 | 102'486 | 99.59% | 99.59% |
10.12.2019 | 1.97% | 1.01 | 1.03 | 300'000 | 100'000 | 300'000 | 100'000 | 301'686 | 102'562 | 99.56% | 99.56% |