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 | 0.42% | 2.40 | 2.41 | 25'000 | 25'000 | 25'000 | 25'000 | 59'900 | 60'150 | 99.25% | 99.25% |
19.12.2019 | 0.42% | 2.39 | 2.40 | 25'000 | 25'000 | 25'000 | 25'000 | 59'488 | 59'738 | 99.98% | 99.98% |
18.12.2019 | 0.42% | 2.39 | 2.40 | 25'000 | 25'000 | 25'000 | 25'000 | 59'469 | 59'719 | 99.99% | 99.99% |
17.12.2019 | 0.43% | 2.36 | 2.37 | 25'000 | 25'000 | 25'000 | 25'000 | 58'214 | 58'464 | 99.48% | 99.48% |
16.12.2019 | 0.43% | 2.37 | 2.38 | 25'000 | 25'000 | 25'000 | 25'000 | 57'730 | 57'980 | 99.95% | 99.95% |
13.12.2019 | 0.47% | 2.08 | 2.09 | 25'000 | 25'000 | 25'000 | 25'000 | 52'989 | 53'239 | 79.32% | 79.32% |
12.12.2019 | 0.55% | 1.99 | 2.00 | 50'000 | 50'000 | 50'000 | 50'000 | 90'593 | 91'093 | 91.09% | 91.09% |
11.12.2019 | 0.57% | 1.74 | 1.75 | 50'000 | 50'000 | 50'000 | 50'000 | 86'916 | 87'416 | 99.86% | 99.86% |
10.12.2019 | 0.61% | 1.68 | 1.69 | 50'000 | 50'000 | 50'000 | 50'000 | 81'591 | 82'091 | 100.00% | 100.00% |