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 | 4.43% | 0.10 | 0.11 | 250'000 | 250'000 | 154'488 | 154'484 | 33'811 | 35'355 | 99.29% | 99.29% |
13.12.2019 | 3.92% | 0.26 | 0.27 | 250'000 | 250'000 | 154'521 | 154'521 | 38'596 | 40'141 | 99.29% | 99.29% |
12.12.2019 | 3.36% | 0.27 | 0.28 | 250'000 | 250'000 | 154'414 | 154'380 | 44'670 | 46'206 | 99.21% | 99.21% |
11.12.2019 | 2.97% | 0.30 | 0.31 | 250'000 | 250'000 | 155'195 | 155'195 | 50'583 | 52'135 | 98.12% | 98.12% |
10.12.2019 | 2.22% | 0.38 | 0.39 | 250'000 | 250'000 | 154'615 | 154'615 | 67'638 | 69'184 | 99.03% | 99.03% |
09.12.2019 | 2.07% | 0.45 | 0.46 | 250'000 | 250'000 | 154'239 | 154'239 | 73'238 | 74'781 | 98.84% | 98.84% |
06.12.2019 | 2.00% | 0.47 | 0.48 | 250'000 | 250'000 | 154'531 | 154'524 | 75'958 | 77'500 | 99.27% | 99.27% |
05.12.2019 | 1.89% | 0.56 | 0.57 | 250'000 | 250'000 | 153'815 | 153'819 | 81'602 | 83'143 | 98.31% | 98.31% |
04.12.2019 | 2.06% | 0.50 | 0.51 | 250'000 | 250'000 | 154'374 | 154'371 | 74'694 | 76'236 | 99.63% | 99.63% |