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 | 2.64% | 1.00 | 1.02 | 50'000 | 50'000 | 57'787 | 50'000 | 57'318 | 50'937 | 100.00% | 100.00% |
19.12.2019 | 2.66% | 0.95 | 0.97 | 60'000 | 50'000 | 60'000 | 50'000 | 57'007 | 48'789 | 100.00% | 100.00% |
18.12.2019 | 2.58% | 0.96 | 0.99 | 60'000 | 50'000 | 60'000 | 50'000 | 58'127 | 49'703 | 93.25% | 93.25% |
17.12.2019 | 2.77% | 0.95 | 0.98 | 60'000 | 50'000 | 60'000 | 50'000 | 57'077 | 48'899 | 98.65% | 98.65% |
16.12.2019 | 2.74% | 0.93 | 0.96 | 60'000 | 50'000 | 60'000 | 50'000 | 56'098 | 48'045 | 98.79% | 98.79% |
13.12.2019 | 2.80% | 0.93 | 0.95 | 60'000 | 50'000 | 60'000 | 50'000 | 55'119 | 47'236 | 98.60% | 98.60% |
12.12.2019 | 3.31% | 0.85 | 0.87 | 60'000 | 50'000 | 69'509 | 50'000 | 55'571 | 41'337 | 92.44% | 92.44% |
11.12.2019 | 3.42% | 0.78 | 0.81 | 70'000 | 50'000 | 70'000 | 50'000 | 53'265 | 39'371 | 100.00% | 100.00% |
10.12.2019 | 3.49% | 0.75 | 0.77 | 70'000 | 50'000 | 71'578 | 50'000 | 52'469 | 37'979 | 100.00% | 100.00% |