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 | 3.31% | 0.26 | 0.27 | 250'000 | 250'000 | 154'683 | 154'683 | 45'062 | 46'609 | 98.20% | 98.20% |
20.12.2019 | 2.87% | 0.41 | 0.42 | 250'000 | 250'000 | 155'749 | 155'750 | 53'711 | 55'269 | 97.13% | 97.13% |
19.12.2019 | 2.21% | 0.36 | 0.37 | 250'000 | 250'000 | 154'597 | 154'596 | 67'769 | 69'315 | 99.13% | 99.13% |
18.12.2019 | 1.66% | 0.54 | 0.55 | 250'000 | 250'000 | 154'502 | 154'502 | 90'893 | 92'438 | 98.87% | 98.87% |
17.12.2019 | 1.58% | 0.61 | 0.62 | 250'000 | 250'000 | 155'201 | 155'201 | 96'647 | 98'199 | 93.76% | 93.76% |
16.12.2019 | 1.30% | 0.62 | 0.63 | 250'000 | 250'000 | 154'498 | 154'498 | 116'126 | 117'671 | 99.32% | 99.32% |
13.12.2019 | 1.25% | 0.81 | 0.82 | 250'000 | 250'000 | 154'508 | 154'507 | 122'253 | 123'798 | 99.24% | 99.24% |
12.12.2019 | 1.17% | 0.83 | 0.84 | 250'000 | 250'000 | 154'434 | 154'430 | 130'254 | 131'796 | 99.27% | 99.27% |
11.12.2019 | 1.12% | 0.86 | 0.87 | 250'000 | 250'000 | 155'029 | 155'029 | 137'125 | 138'675 | 98.43% | 98.43% |