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 | 1.01% | 0.99 | 1.00 | 110'000 | 110'000 | 110'000 | 110'000 | 108'498 | 109'598 | 97.65% | 97.65% |
19.12.2019 | 1.00% | 0.98 | 0.99 | 210'000 | 210'000 | 156'549 | 156'549 | 156'147 | 157'713 | 97.56% | 97.56% |
18.12.2019 | 1.04% | 0.99 | 1.00 | 210'000 | 210'000 | 156'200 | 156'200 | 150'110 | 151'672 | 98.83% | 98.83% |
17.12.2019 | 1.04% | 0.96 | 0.97 | 210'000 | 210'000 | 156'388 | 156'388 | 149'566 | 151'130 | 99.17% | 99.17% |
16.12.2019 | 1.02% | 0.96 | 0.97 | 210'000 | 210'000 | 156'442 | 156'442 | 152'196 | 153'761 | 99.25% | 99.25% |
13.12.2019 | 1.03% | 0.97 | 0.98 | 210'000 | 210'000 | 156'081 | 156'081 | 150'705 | 152'266 | 97.99% | 97.99% |
12.12.2019 | 1.02% | 0.97 | 0.98 | 210'000 | 210'000 | 156'334 | 156'334 | 152'754 | 154'317 | 99.07% | 99.07% |
11.12.2019 | 1.06% | 0.97 | 0.98 | 210'000 | 210'000 | 157'161 | 157'161 | 147'955 | 149'526 | 97.49% | 97.49% |
10.12.2019 | 1.09% | 0.91 | 0.92 | 210'000 | 210'000 | 156'794 | 156'794 | 143'546 | 145'114 | 98.26% | 98.26% |