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 | 0.97% | 1.04 | 1.05 | 75'000 | 75'000 | 75'000 | 75'000 | 77'174 | 77'924 | 96.28% | 99.34% |
19.12.2019 | 0.92% | 1.03 | 1.04 | 75'000 | 75'000 | 75'000 | 75'000 | 80'985 | 81'735 | 98.80% | 99.39% |
18.12.2019 | 0.84% | 1.18 | 1.19 | 75'000 | 75'000 | 75'000 | 75'000 | 89'394 | 90'144 | 99.18% | 99.77% |
17.12.2019 | 0.87% | 1.14 | 1.15 | 75'000 | 75'000 | 74'989 | 75'000 | 85'586 | 86'348 | 99.14% | 100.00% |
16.12.2019 | 0.92% | 1.10 | 1.11 | 75'000 | 75'000 | 75'000 | 75'000 | 81'566 | 82'316 | 100.00% | 100.00% |
13.12.2019 | 0.91% | 0.99 | 1.00 | 75'000 | 75'000 | 75'000 | 75'000 | 82'139 | 82'889 | 97.42% | 98.74% |
12.12.2019 | 0.96% | 1.13 | 1.14 | 75'000 | 75'000 | 75'000 | 75'000 | 77'505 | 78'255 | 97.26% | 98.02% |
11.12.2019 | 0.96% | 1.01 | 1.02 | 75'000 | 75'000 | 75'000 | 75'000 | 77'541 | 78'291 | 98.68% | 100.00% |
10.12.2019 | 0.99% | 1.03 | 1.04 | 75'000 | 75'000 | 75'000 | 75'000 | 75'715 | 76'465 | 96.95% | 99.06% |