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 | 1.59% | 1.41 | 1.43 | 50'000 | 50'000 | 50'000 | 50'000 | 69'786 | 70'903 | 100.00% | 100.00% |
19.12.2019 | 1.75% | 1.30 | 1.32 | 50'000 | 50'000 | 50'000 | 50'000 | 65'231 | 66'379 | 100.00% | 100.00% |
18.12.2019 | 1.67% | 1.33 | 1.36 | 50'000 | 50'000 | 50'000 | 50'000 | 67'594 | 68'734 | 100.00% | 100.00% |
17.12.2019 | 1.69% | 1.31 | 1.33 | 50'000 | 50'000 | 50'000 | 50'000 | 65'644 | 66'765 | 100.00% | 100.00% |
16.12.2019 | 1.65% | 1.35 | 1.38 | 50'000 | 50'000 | 50'000 | 50'000 | 66'916 | 68'031 | 100.00% | 100.00% |
13.12.2019 | 1.74% | 1.28 | 1.31 | 50'000 | 50'000 | 50'000 | 50'000 | 64'403 | 65'533 | 97.01% | 98.60% |
12.12.2019 | 1.78% | 1.26 | 1.28 | 50'000 | 50'000 | 49'973 | 50'000 | 61'478 | 62'617 | 98.06% | 98.79% |
11.12.2019 | 1.88% | 1.18 | 1.20 | 50'000 | 50'000 | 50'000 | 50'000 | 58'448 | 59'556 | 100.00% | 100.00% |
10.12.2019 | 2.16% | 1.12 | 1.14 | 50'000 | 50'000 | 50'000 | 50'000 | 54'182 | 55'362 | 98.59% | 98.59% |