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 | 2.18% | 1.37 | 1.40 | 260'000 | 260'000 | 260'000 | 260'000 | 353'092 | 360'892 | 100.00% | 100.00% |
19.12.2019 | 1.96% | 1.30 | 1.33 | 270'000 | 270'000 | 270'000 | 270'000 | 344'630 | 351'460 | 98.92% | 98.92% |
18.12.2019 | 1.54% | 1.31 | 1.33 | 260'000 | 260'000 | 260'000 | 260'000 | 334'932 | 340'132 | 98.10% | 98.10% |
17.12.2019 | 1.49% | 1.26 | 1.28 | 260'000 | 260'000 | 260'000 | 260'000 | 316'777 | 321'527 | 97.30% | 97.30% |
16.12.2019 | 0.81% | 1.31 | 1.32 | 270'000 | 270'000 | 270'000 | 270'000 | 333'713 | 336'413 | 97.59% | 97.59% |
13.12.2019 | 0.81% | 1.12 | 1.13 | 270'000 | 270'000 | 270'000 | 270'000 | 333'385 | 336'085 | 93.10% | 93.10% |
12.12.2019 | 1.00% | 1.14 | 1.15 | 290'000 | 290'000 | 290'000 | 290'000 | 289'970 | 292'870 | 97.43% | 97.43% |
11.12.2019 | 1.06% | 0.90 | 0.91 | 290'000 | 290'000 | 290'000 | 290'000 | 271'038 | 273'938 | 97.86% | 97.86% |
10.12.2019 | 1.11% | 0.95 | 0.96 | 290'000 | 290'000 | 290'000 | 290'000 | 260'376 | 263'276 | 96.19% | 96.19% |