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 | 2.06% | 1.45 | 1.48 | 75'000 | 75'000 | 75'000 | 75'000 | 108'137 | 110'387 | 100.00% | 100.00% |
19.12.2019 | 2.21% | 1.37 | 1.40 | 80'000 | 80'000 | 80'000 | 80'000 | 107'303 | 109'703 | 99.79% | 99.79% |
18.12.2019 | 2.22% | 1.32 | 1.35 | 80'000 | 80'000 | 80'000 | 80'000 | 106'827 | 109'227 | 100.00% | 100.00% |
17.12.2019 | 2.29% | 1.31 | 1.34 | 80'000 | 80'000 | 80'000 | 80'000 | 103'656 | 106'056 | 99.65% | 99.65% |
16.12.2019 | 2.27% | 1.33 | 1.36 | 80'000 | 80'000 | 80'000 | 80'000 | 104'692 | 107'092 | 98.54% | 98.54% |
13.12.2019 | 2.32% | 1.25 | 1.28 | 80'000 | 80'000 | 80'000 | 80'000 | 102'086 | 104'486 | 100.00% | 100.00% |
12.12.2019 | 1.56% | 1.29 | 1.31 | 80'000 | 80'000 | 80'000 | 80'000 | 101'607 | 103'207 | 99.72% | 99.72% |
11.12.2019 | 1.56% | 1.29 | 1.31 | 80'000 | 80'000 | 80'000 | 80'000 | 101'987 | 103'587 | 99.49% | 99.49% |
10.12.2019 | 1.57% | 1.27 | 1.29 | 80'000 | 80'000 | 80'000 | 80'000 | 101'127 | 102'727 | 100.00% | 100.00% |