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 | - | - |
12.12.2019 | 2.10% | 0.32 | 0.33 | 750'000 | 750'000 | 749'905 | 749'849 | 370'581 | 378'049 | 93.62% | 93.62% |
11.12.2019 | 1.58% | 0.56 | 0.57 | 750'000 | 750'000 | 749'972 | 749'775 | 474'168 | 481'554 | 98.25% | 98.25% |
10.12.2019 | 1.09% | 0.75 | 0.76 | 750'000 | 750'000 | 749'934 | 750'000 | 695'689 | 703'243 | 97.85% | 97.85% |
09.12.2019 | 1.75% | 0.64 | 0.65 | 750'000 | 750'000 | 749'959 | 749'929 | 424'975 | 432'461 | 99.18% | 99.18% |
06.12.2019 | 1.52% | 0.54 | 0.55 | 750'000 | 750'000 | 749'960 | 749'970 | 496'248 | 503'757 | 99.08% | 99.08% |
05.12.2019 | 1.63% | 0.71 | 0.72 | 750'000 | 750'000 | 749'999 | 749'992 | 461'578 | 469'073 | 94.10% | 94.10% |
04.12.2019 | 1.56% | 0.60 | 0.61 | 750'000 | 750'000 | 749'996 | 749'996 | 481'682 | 489'182 | 97.24% | 97.24% |
03.12.2019 | 1.15% | 0.90 | 0.91 | 750'000 | 750'000 | 750'000 | 749'992 | 651'784 | 659'277 | 91.09% | 91.09% |
02.12.2019 | 2.85% | 0.99 | 1.00 | 750'000 | 750'000 | 749'935 | 749'993 | 338'802 | 346'354 | 95.59% | 95.59% |