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 | - | - |
23.12.2019 | 0.81% | 89.01 | 89.73 | 250'000 | 250'000 | 250'000 | 250'000 | 221'542 | 223'339 | 100.00% | 100.00% |
20.12.2019 | 0.81% | 87.42 | 88.13 | 250'000 | 250'000 | 250'000 | 250'000 | 218'072 | 219'837 | 100.00% | 100.00% |
19.12.2019 | 0.81% | 86.36 | 87.06 | 250'000 | 250'000 | 250'000 | 250'000 | 215'736 | 217'485 | 100.00% | 100.00% |
18.12.2019 | 0.81% | 86.99 | 87.69 | 250'000 | 250'000 | 250'000 | 250'000 | 218'388 | 220'156 | 100.00% | 100.00% |
17.12.2019 | 0.80% | 87.95 | 88.66 | 250'000 | 250'000 | 250'000 | 250'000 | 220'579 | 222'361 | 100.00% | 100.00% |
16.12.2019 | 0.80% | 90.77 | 91.50 | 250'000 | 250'000 | 250'000 | 250'000 | 226'748 | 228'576 | 97.25% | 97.25% |
13.12.2019 | 0.81% | 90.76 | 91.49 | 250'000 | 250'000 | 250'000 | 250'000 | 227'191 | 229'029 | 98.40% | 98.40% |
12.12.2019 | 0.80% | 89.88 | 90.61 | 250'000 | 250'000 | 250'000 | 250'000 | 221'700 | 223'490 | 88.42% | 88.42% |
11.12.2019 | 0.81% | 87.28 | 87.99 | 250'000 | 250'000 | 250'000 | 250'000 | 218'062 | 219'826 | 100.00% | 100.00% |