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 | 0.80% | 1.26 | 1.27 | 50'000 | 50'000 | 50'000 | 50'000 | 62'365 | 62'865 | 100.00% | 100.00% |
19.12.2019 | 0.84% | 1.21 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 59'570 | 60'070 | 100.00% | 100.00% |
18.12.2019 | 0.83% | 1.17 | 1.18 | 50'000 | 50'000 | 50'000 | 50'000 | 59'949 | 60'449 | 99.29% | 99.29% |
17.12.2019 | 0.82% | 1.21 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 60'444 | 60'944 | 100.00% | 100.00% |
16.12.2019 | 0.83% | 1.20 | 1.21 | 50'000 | 50'000 | 50'000 | 50'000 | 59'712 | 60'212 | 100.00% | 100.00% |
13.12.2019 | 0.84% | 1.13 | 1.14 | 50'000 | 50'000 | 50'000 | 50'000 | 59'111 | 59'611 | 100.00% | 100.00% |
12.12.2019 | 0.85% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 58'883 | 59'383 | 99.36% | 99.36% |
11.12.2019 | 0.92% | 1.07 | 1.08 | 50'000 | 50'000 | 50'000 | 50'000 | 54'014 | 54'514 | 100.00% | 100.00% |
10.12.2019 | 0.92% | 1.07 | 1.08 | 50'000 | 50'000 | 50'000 | 50'000 | 53'979 | 54'479 | 99.49% | 99.49% |