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 | 1.30% | 0.77 | 0.78 | 60'000 | 60'000 | 60'000 | 60'000 | 45'975 | 46'575 | 97.67% | 97.67% |
19.12.2019 | 1.26% | 0.75 | 0.76 | 110'000 | 110'000 | 83'268 | 83'268 | 65'602 | 66'435 | 97.48% | 97.48% |
18.12.2019 | 1.39% | 0.77 | 0.78 | 110'000 | 110'000 | 83'102 | 83'102 | 59'374 | 60'205 | 98.85% | 98.85% |
17.12.2019 | 1.41% | 0.72 | 0.73 | 110'000 | 110'000 | 83'194 | 83'194 | 58'573 | 59'405 | 99.19% | 99.19% |
16.12.2019 | 1.35% | 0.71 | 0.72 | 110'000 | 110'000 | 83'217 | 83'217 | 61'392 | 62'224 | 99.23% | 99.23% |
13.12.2019 | 1.37% | 0.73 | 0.74 | 110'000 | 110'000 | 83'034 | 83'034 | 59'995 | 60'825 | 97.93% | 97.93% |
12.12.2019 | 1.34% | 0.72 | 0.73 | 110'000 | 110'000 | 83'162 | 83'162 | 61'790 | 62'622 | 99.07% | 99.07% |
11.12.2019 | 1.49% | 0.72 | 0.73 | 110'000 | 110'000 | 83'559 | 83'559 | 56'212 | 57'048 | 97.58% | 97.58% |
10.12.2019 | 1.61% | 0.61 | 0.62 | 110'000 | 110'000 | 83'410 | 83'410 | 51'546 | 52'380 | 98.36% | 98.36% |