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 | 1.49% | 1.66 | 1.69 | 150'000 | 150'000 | 150'000 | 150'000 | 252'830 | 256'617 | 93.88% | 93.88% |
19.12.2019 | 1.56% | 1.69 | 1.72 | 150'000 | 150'000 | 150'000 | 150'000 | 251'907 | 255'871 | 99.50% | 100.00% |
18.12.2019 | 1.46% | 1.67 | 1.69 | 150'000 | 150'000 | 150'000 | 150'000 | 249'566 | 253'232 | 100.00% | 100.00% |
17.12.2019 | 1.58% | 1.64 | 1.67 | 150'000 | 150'000 | 150'000 | 150'000 | 246'323 | 250'258 | 100.00% | 100.00% |
16.12.2019 | 1.59% | 1.64 | 1.67 | 150'000 | 150'000 | 150'000 | 150'000 | 245'442 | 249'373 | 100.00% | 100.00% |
13.12.2019 | 1.65% | 1.59 | 1.61 | 150'000 | 150'000 | 150'000 | 150'000 | 236'504 | 240'447 | 94.59% | 100.00% |
12.12.2019 | 1.58% | 1.59 | 1.61 | 150'000 | 150'000 | 150'000 | 150'000 | 239'458 | 243'263 | 99.43% | 99.43% |
11.12.2019 | 1.62% | 1.61 | 1.63 | 150'000 | 150'000 | 150'000 | 150'000 | 240'024 | 243'954 | 100.00% | 100.00% |
10.12.2019 | 1.59% | 1.61 | 1.64 | 150'000 | 150'000 | 150'000 | 150'000 | 242'001 | 245'869 | 98.56% | 98.56% |