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 | 0.61% | 1.66 | 1.67 | 50'000 | 50'000 | 50'000 | 50'000 | 81'954 | 82'454 | 100.00% | 100.00% |
19.12.2019 | 0.63% | 1.60 | 1.61 | 50'000 | 50'000 | 50'000 | 50'000 | 79'164 | 79'664 | 100.00% | 100.00% |
18.12.2019 | 0.63% | 1.57 | 1.58 | 50'000 | 50'000 | 50'000 | 50'000 | 79'543 | 80'043 | 99.29% | 99.29% |
17.12.2019 | 0.62% | 1.61 | 1.62 | 50'000 | 50'000 | 50'000 | 50'000 | 80'060 | 80'560 | 100.00% | 100.00% |
16.12.2019 | 0.63% | 1.60 | 1.61 | 50'000 | 50'000 | 50'000 | 50'000 | 79'362 | 79'862 | 100.00% | 100.00% |
13.12.2019 | 0.63% | 1.53 | 1.54 | 50'000 | 50'000 | 50'000 | 50'000 | 78'764 | 79'264 | 100.00% | 100.00% |
12.12.2019 | 0.63% | 1.57 | 1.58 | 50'000 | 50'000 | 50'000 | 50'000 | 78'525 | 79'025 | 99.36% | 99.36% |
11.12.2019 | 0.68% | 1.47 | 1.48 | 50'000 | 50'000 | 50'000 | 50'000 | 73'626 | 74'126 | 100.00% | 100.00% |
10.12.2019 | 0.68% | 1.46 | 1.47 | 50'000 | 50'000 | 50'000 | 50'000 | 73'691 | 74'191 | 99.51% | 99.51% |