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 | - | - |
27.12.2019 | 0.80% | 139.86 | 140.99 | 250'000 | 250'000 | 250'000 | 250'000 | 350'111 | 352'936 | 100.00% | 100.00% |
23.12.2019 | 0.80% | 139.90 | 141.03 | 250'000 | 250'000 | 250'000 | 250'000 | 349'424 | 352'246 | 100.00% | 100.00% |
20.12.2019 | 0.81% | 138.82 | 139.94 | 250'000 | 250'000 | 250'000 | 250'000 | 346'230 | 349'029 | 100.00% | 100.00% |
19.12.2019 | 0.81% | 137.33 | 138.44 | 250'000 | 250'000 | 250'000 | 250'000 | 342'876 | 345'651 | 100.00% | 100.00% |
18.12.2019 | 0.80% | 137.26 | 138.37 | 250'000 | 250'000 | 250'000 | 250'000 | 344'289 | 347'064 | 100.00% | 100.00% |
17.12.2019 | 0.80% | 136.90 | 138.00 | 250'000 | 250'000 | 250'000 | 250'000 | 341'902 | 344'652 | 100.00% | 100.00% |
16.12.2019 | 0.80% | 137.37 | 138.48 | 250'000 | 250'000 | 250'000 | 250'000 | 342'262 | 345'024 | 97.60% | 97.60% |
13.12.2019 | 0.80% | 136.57 | 137.67 | 250'000 | 250'000 | 250'000 | 250'000 | 341'853 | 344'603 | 98.43% | 98.43% |
12.12.2019 | 0.80% | 137.04 | 138.15 | 250'000 | 250'000 | 250'000 | 250'000 | 342'367 | 345'125 | 88.71% | 88.71% |