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 | - | - |
16.12.2019 | 0.80% | 118.67 | 119.63 | 250'000 | 250'000 | 250'000 | 250'000 | 295'632 | 298'015 | 97.74% | 97.74% |
13.12.2019 | 0.80% | 117.33 | 118.28 | 250'000 | 250'000 | 250'000 | 250'000 | 294'714 | 297'089 | 97.99% | 97.99% |
12.12.2019 | 0.81% | 117.12 | 118.07 | 250'000 | 250'000 | 250'000 | 250'000 | 291'143 | 293'496 | 88.36% | 88.36% |
11.12.2019 | 0.80% | 116.15 | 117.09 | 250'000 | 250'000 | 250'000 | 250'000 | 289'514 | 291'851 | 100.00% | 100.00% |
10.12.2019 | 0.80% | 115.80 | 116.74 | 250'000 | 250'000 | 250'000 | 250'000 | 288'660 | 290'993 | 100.00% | 100.00% |
09.12.2019 | 0.81% | 116.21 | 117.15 | 250'000 | 250'000 | 250'000 | 250'000 | 290'489 | 292'839 | 100.00% | 100.00% |
06.12.2019 | 0.80% | 116.50 | 117.44 | 250'000 | 250'000 | 250'000 | 250'000 | 289'802 | 292'140 | 100.00% | 100.00% |
05.12.2019 | 0.80% | 115.34 | 116.27 | 250'000 | 250'000 | 250'000 | 250'000 | 289'243 | 291'575 | 100.00% | 100.00% |
04.12.2019 | 0.81% | 115.27 | 116.20 | 250'000 | 250'000 | 250'000 | 250'000 | 287'180 | 289'502 | 100.00% | 100.00% |