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 | 1.45% | 1.36 | 1.38 | 125'000 | 125'000 | 125'000 | 125'000 | 170'636 | 173'136 | 100.00% | 100.00% |
19.12.2019 | 1.49% | 1.33 | 1.35 | 125'000 | 125'000 | 125'000 | 125'000 | 167'074 | 169'574 | 100.00% | 100.00% |
18.12.2019 | 1.48% | 1.34 | 1.36 | 125'000 | 125'000 | 125'000 | 125'000 | 167'980 | 170'480 | 100.00% | 100.00% |
17.12.2019 | 1.50% | 1.31 | 1.33 | 125'000 | 125'000 | 125'000 | 125'000 | 165'004 | 167'504 | 100.00% | 100.00% |
16.12.2019 | 1.51% | 1.33 | 1.35 | 125'000 | 125'000 | 125'000 | 125'000 | 164'105 | 166'605 | 100.00% | 100.00% |
13.12.2019 | 1.54% | 1.26 | 1.28 | 125'000 | 125'000 | 125'000 | 125'000 | 160'830 | 163'330 | 99.41% | 99.41% |
12.12.2019 | 1.64% | 1.24 | 1.26 | 125'000 | 125'000 | 125'000 | 125'000 | 151'664 | 154'164 | 100.00% | 100.00% |
11.12.2019 | 1.66% | 1.19 | 1.21 | 125'000 | 125'000 | 125'000 | 125'000 | 148'956 | 151'456 | 100.00% | 100.00% |
10.12.2019 | 1.70% | 1.18 | 1.20 | 125'000 | 125'000 | 125'000 | 125'000 | 145'829 | 148'329 | 99.26% | 99.26% |