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 | 0.85% | 1.17 | 1.18 | 225'000 | 75'000 | 225'000 | 75'000 | 262'849 | 88'366 | 98.10% | 98.10% |
19.12.2019 | 0.83% | 1.15 | 1.16 | 225'000 | 75'000 | 225'000 | 75'000 | 269'100 | 90'450 | 99.43% | 99.43% |
18.12.2019 | 0.90% | 1.17 | 1.18 | 225'000 | 75'000 | 225'000 | 75'000 | 248'106 | 83'452 | 99.90% | 99.90% |
17.12.2019 | 1.44% | 1.11 | 1.12 | 225'000 | 75'000 | 225'000 | 75'000 | 245'766 | 83'109 | 99.61% | 99.61% |
16.12.2019 | 1.70% | 1.10 | 1.12 | 225'000 | 75'000 | 225'000 | 75'000 | 254'421 | 86'259 | 99.70% | 99.70% |
13.12.2019 | 0.89% | 1.12 | 1.13 | 225'000 | 75'000 | 225'000 | 75'000 | 251'465 | 84'572 | 99.75% | 99.75% |
12.12.2019 | 0.88% | 1.12 | 1.13 | 225'000 | 75'000 | 225'000 | 75'000 | 255'740 | 85'997 | 98.43% | 98.43% |
11.12.2019 | 0.95% | 1.11 | 1.12 | 225'000 | 75'000 | 225'000 | 75'000 | 235'795 | 79'349 | 99.80% | 99.80% |
10.12.2019 | 1.01% | 0.98 | 0.99 | 225'000 | 75'000 | 225'000 | 75'000 | 221'397 | 74'549 | 99.71% | 99.71% |