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 | 2.33% | 0.86 | 0.88 | 75'000 | 75'000 | 74'999 | 75'000 | 63'653 | 65'153 | 95.71% | 95.71% |
19.12.2019 | 2.59% | 0.75 | 0.77 | 75'000 | 75'000 | 76'161 | 76'161 | 58'013 | 59'536 | 92.25% | 92.25% |
18.12.2019 | 2.48% | 0.83 | 0.85 | 75'000 | 75'000 | 75'000 | 75'000 | 59'894 | 61'394 | 95.89% | 95.89% |
17.12.2019 | 2.58% | 0.78 | 0.80 | 75'000 | 75'000 | 74'990 | 75'000 | 57'329 | 58'837 | 81.30% | 81.30% |
16.12.2019 | 2.89% | 0.73 | 0.75 | 75'000 | 75'000 | 81'262 | 81'262 | 55'320 | 56'945 | 82.78% | 82.78% |
13.12.2019 | 3.35% | 0.62 | 0.64 | 100'000 | 100'000 | 100'043 | 100'037 | 58'874 | 60'871 | 97.47% | 97.47% |
12.12.2019 | 4.81% | 0.48 | 0.50 | 125'000 | 125'000 | 134'214 | 134'228 | 54'442 | 57'139 | 91.09% | 91.09% |
11.12.2019 | 5.68% | 0.37 | 0.39 | 150'000 | 150'000 | 157'542 | 157'542 | 53'904 | 57'055 | 100.00% | 100.00% |
10.12.2019 | 6.76% | 0.31 | 0.33 | 175'000 | 175'000 | 186'148 | 186'151 | 53'386 | 57'110 | 100.00% | 100.00% |