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 | 0.47% | 2.09 | 2.10 | 125'000 | 125'000 | 124'902 | 125'000 | 265'623 | 267'085 | 100.00% | 100.00% |
19.12.2019 | 0.47% | 2.14 | 2.15 | 125'000 | 125'000 | 125'000 | 125'000 | 264'648 | 265'898 | 96.23% | 96.23% |
18.12.2019 | 0.48% | 2.09 | 2.10 | 125'000 | 125'000 | 125'000 | 125'000 | 260'256 | 261'506 | 59.88% | 59.88% |
17.12.2019 | 0.48% | 2.07 | 2.08 | 125'000 | 125'000 | 125'000 | 125'000 | 257'846 | 259'096 | 100.00% | 100.00% |
16.12.2019 | 0.49% | 2.07 | 2.08 | 125'000 | 125'000 | 125'000 | 125'000 | 256'735 | 257'985 | 100.00% | 100.00% |
13.12.2019 | 0.51% | 1.98 | 1.99 | 125'000 | 125'000 | 125'000 | 125'000 | 244'871 | 246'121 | 99.80% | 99.80% |
12.12.2019 | 0.50% | 1.98 | 1.99 | 125'000 | 125'000 | 125'000 | 125'000 | 248'607 | 249'857 | 100.00% | 100.00% |
11.12.2019 | 0.50% | 2.00 | 2.01 | 125'000 | 125'000 | 125'000 | 125'000 | 249'300 | 250'550 | 100.00% | 100.00% |
10.12.2019 | 0.49% | 2.02 | 2.03 | 125'000 | 125'000 | 125'000 | 125'000 | 252'012 | 253'262 | 99.25% | 99.25% |