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 | 0.82% | 44.80 | 45.16 | 250'000 | 250'000 | 250'000 | 250'000 | 112'603 | 113'526 | 100.00% | 100.00% |
20.12.2019 | 0.81% | 45.55 | 45.92 | 250'000 | 250'000 | 250'000 | 250'000 | 113'977 | 114'902 | 100.00% | 100.00% |
19.12.2019 | 0.81% | 45.74 | 46.11 | 250'000 | 250'000 | 250'000 | 250'000 | 113'543 | 114'468 | 100.00% | 100.00% |
18.12.2019 | 0.81% | 45.33 | 45.70 | 250'000 | 250'000 | 250'000 | 250'000 | 113'166 | 114'091 | 100.00% | 100.00% |
17.12.2019 | 0.81% | 45.17 | 45.54 | 250'000 | 250'000 | 250'000 | 250'000 | 112'015 | 112'927 | 100.00% | 100.00% |
16.12.2019 | 0.81% | 44.82 | 45.19 | 250'000 | 250'000 | 250'000 | 250'000 | 110'651 | 111'554 | 97.41% | 97.41% |
13.12.2019 | 0.81% | 43.73 | 44.09 | 250'000 | 250'000 | 250'000 | 250'000 | 110'998 | 111'899 | 98.64% | 98.64% |
12.12.2019 | 0.82% | 44.04 | 44.40 | 250'000 | 250'000 | 250'000 | 250'000 | 107'565 | 108'446 | 88.59% | 88.59% |
11.12.2019 | 0.82% | 42.69 | 43.04 | 250'000 | 250'000 | 250'000 | 250'000 | 106'492 | 107'364 | 100.00% | 100.00% |