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 | 2.81% | 0.35 | 0.36 | 150'000 | 150'000 | 150'103 | 150'104 | 52'777 | 54'279 | 100.00% | 100.00% |
19.12.2019 | 3.07% | 0.32 | 0.33 | 175'000 | 175'000 | 173'166 | 173'173 | 55'495 | 57'229 | 99.77% | 99.77% |
18.12.2019 | 2.95% | 0.32 | 0.33 | 175'000 | 175'000 | 162'358 | 162'473 | 54'167 | 55'829 | 99.79% | 100.00% |
17.12.2019 | 3.23% | 0.30 | 0.31 | 175'000 | 175'000 | 175'000 | 175'000 | 53'403 | 55'153 | 99.78% | 100.00% |
16.12.2019 | 3.33% | 0.31 | 0.32 | 175'000 | 175'000 | 179'381 | 179'484 | 52'941 | 54'768 | 99.63% | 100.00% |
13.12.2019 | 3.65% | 0.25 | 0.26 | 200'000 | 200'000 | 198'917 | 198'917 | 53'575 | 55'564 | 99.05% | 99.77% |
12.12.2019 | 4.70% | 0.23 | 0.24 | 225'000 | 225'000 | 244'932 | 245'369 | 50'928 | 53'489 | 99.76% | 99.85% |
11.12.2019 | 5.08% | 0.20 | 0.21 | 250'000 | 250'000 | 267'731 | 267'731 | 51'281 | 53'959 | 100.00% | 100.00% |
10.12.2019 | 5.69% | 0.18 | 0.19 | 300'000 | 300'000 | 305'845 | 305'844 | 52'268 | 55'326 | 99.23% | 99.23% |