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 | - | - |
12.12.2019 | 0.75% | 102.05 | 102.80 | 500'000 | 500'000 | 500'000 | 500'000 | 496'138 | 499'888 | 60.51% | 60.51% |
11.12.2019 | 0.76% | 98.10 | 98.85 | 500'000 | 500'000 | 500'000 | 500'000 | 489'552 | 493'302 | 97.04% | 97.04% |
10.12.2019 | 0.77% | 97.95 | 98.70 | 500'000 | 500'000 | 500'000 | 500'000 | 487'945 | 491'695 | 35.69% | 35.69% |
09.12.2019 | 0.76% | 98.55 | 99.30 | 500'000 | 500'000 | 500'000 | 500'000 | 493'422 | 497'172 | 100.00% | 100.00% |
06.12.2019 | 0.77% | 97.70 | 98.45 | 500'000 | 500'000 | 500'000 | 500'000 | 488'300 | 492'050 | 1.12% | 1.12% |
05.12.2019 | 0.76% | 97.45 | 98.20 | 500'000 | 500'000 | 500'000 | 500'000 | 489'620 | 493'370 | 100.00% | 100.00% |
04.12.2019 | 0.77% | 97.30 | 98.05 | 500'000 | 500'000 | 500'000 | 500'000 | 484'792 | 488'542 | 100.00% | 100.00% |
03.12.2019 | 0.77% | 95.95 | 96.70 | 500'000 | 500'000 | 500'000 | 500'000 | 483'348 | 487'098 | 69.91% | 69.91% |
02.12.2019 | 0.76% | 96.60 | 97.35 | 500'000 | 500'000 | 500'000 | 500'000 | 490'169 | 493'919 | 100.00% | 100.00% |