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 | 1.67% | 0.59 | 0.60 | 110'000 | 110'000 | 110'000 | 110'000 | 65'425 | 66'525 | 97.66% | 97.66% |
19.12.2019 | 1.64% | 0.59 | 0.60 | 210'000 | 210'000 | 156'565 | 156'565 | 94'750 | 96'315 | 97.52% | 97.52% |
18.12.2019 | 1.75% | 0.59 | 0.60 | 210'000 | 210'000 | 156'216 | 156'216 | 88'596 | 90'158 | 98.84% | 98.84% |
17.12.2019 | 1.76% | 0.57 | 0.58 | 210'000 | 210'000 | 156'368 | 156'368 | 88'194 | 89'758 | 99.15% | 99.15% |
16.12.2019 | 1.71% | 0.57 | 0.58 | 210'000 | 210'000 | 156'442 | 156'442 | 90'886 | 92'450 | 99.24% | 99.24% |
13.12.2019 | 1.73% | 0.57 | 0.58 | 210'000 | 210'000 | 156'095 | 156'095 | 89'438 | 90'999 | 97.97% | 97.97% |
12.12.2019 | 1.70% | 0.57 | 0.58 | 210'000 | 210'000 | 156'310 | 156'310 | 91'154 | 92'717 | 99.05% | 99.05% |
11.12.2019 | 1.81% | 0.57 | 0.58 | 210'000 | 210'000 | 157'099 | 157'099 | 86'192 | 87'763 | 97.62% | 97.62% |
10.12.2019 | 1.90% | 0.52 | 0.53 | 210'000 | 210'000 | 156'832 | 156'832 | 81'799 | 83'367 | 98.38% | 98.38% |