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 | 1.13% | 0.91 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 175'598 | 177'598 | 100.00% | 100.00% |
19.12.2019 | 1.17% | 0.86 | 0.87 | 210'000 | 210'000 | 210'000 | 210'000 | 178'276 | 180'376 | 100.00% | 100.00% |
18.12.2019 | 1.14% | 0.86 | 0.87 | 200'000 | 200'000 | 200'000 | 200'000 | 174'780 | 176'780 | 99.75% | 99.75% |
17.12.2019 | 1.16% | 0.89 | 0.90 | 210'000 | 210'000 | 210'000 | 210'000 | 179'526 | 181'626 | 100.00% | 100.00% |
16.12.2019 | 1.25% | 0.83 | 0.84 | 210'000 | 210'000 | 210'000 | 210'000 | 167'019 | 169'119 | 99.95% | 99.95% |
13.12.2019 | 1.33% | 0.74 | 0.75 | 210'000 | 210'000 | 210'000 | 210'000 | 157'259 | 159'359 | 95.14% | 95.14% |
12.12.2019 | 1.44% | 0.69 | 0.70 | 210'000 | 210'000 | 210'000 | 210'000 | 144'856 | 146'956 | 100.00% | 100.00% |
11.12.2019 | 1.47% | 0.69 | 0.70 | 210'000 | 210'000 | 210'000 | 210'000 | 142'286 | 144'386 | 100.00% | 100.00% |
10.12.2019 | 1.49% | 0.69 | 0.70 | 210'000 | 210'000 | 210'000 | 210'000 | 140'365 | 142'465 | 100.00% | 100.00% |