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 | 0.97% | 1.03 | 1.04 | 225'000 | 225'000 | 225'000 | 225'000 | 229'987 | 232'237 | 100.00% | 100.00% |
19.12.2019 | 1.08% | 0.95 | 0.96 | 225'000 | 225'000 | 225'000 | 225'000 | 207'401 | 209'651 | 100.00% | 100.00% |
18.12.2019 | 1.09% | 0.90 | 0.91 | 225'000 | 225'000 | 225'000 | 225'000 | 206'024 | 208'274 | 100.00% | 100.00% |
17.12.2019 | 1.14% | 0.89 | 0.90 | 225'000 | 225'000 | 225'000 | 225'000 | 197'030 | 199'280 | 100.00% | 100.00% |
16.12.2019 | 1.12% | 0.91 | 0.92 | 225'000 | 225'000 | 225'000 | 225'000 | 199'951 | 202'201 | 100.00% | 100.00% |
13.12.2019 | 1.16% | 0.83 | 0.84 | 225'000 | 225'000 | 225'000 | 225'000 | 192'761 | 195'011 | 100.00% | 100.00% |
12.12.2019 | 1.17% | 0.87 | 0.88 | 225'000 | 225'000 | 224'979 | 225'000 | 191'597 | 193'865 | 100.00% | 100.00% |
11.12.2019 | 1.16% | 0.88 | 0.89 | 225'000 | 225'000 | 225'000 | 225'000 | 192'408 | 194'658 | 100.00% | 100.00% |
10.12.2019 | 1.18% | 0.85 | 0.86 | 225'000 | 225'000 | 225'000 | 225'000 | 189'873 | 192'123 | 99.27% | 99.27% |