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 | 1.00% | 99.20 | 100.20 | 250'000 | 50'000 | 250'000 | 50'000 | 248'000 | 50'100 | 100.00% | 100.00% |
19.12.2019 | 1.00% | 99.20 | 100.20 | 500'000 | 100'000 | 305'752 | 61'150 | 303'306 | 61'273 | 98.86% | 98.86% |
18.12.2019 | 1.00% | 99.20 | 100.20 | 500'000 | 100'000 | 305'007 | 61'001 | 302'567 | 61'123 | 100.00% | 100.00% |
17.12.2019 | 1.00% | 99.30 | 100.30 | 500'000 | 100'000 | 305'371 | 61'074 | 303'233 | 61'257 | 99.56% | 99.56% |
16.12.2019 | 1.00% | 99.30 | 100.30 | 500'000 | 100'000 | 305'677 | 61'135 | 303'537 | 61'319 | 98.95% | 98.95% |
13.12.2019 | 1.00% | 99.30 | 100.30 | 500'000 | 100'000 | 305'056 | 61'011 | 302'921 | 61'194 | 100.00% | 100.00% |
12.12.2019 | 1.00% | 99.30 | 100.30 | 500'000 | 100'000 | 305'201 | 61'040 | 303'064 | 61'223 | 100.00% | 100.00% |
11.12.2019 | 1.00% | 99.40 | 100.40 | 500'000 | 100'000 | 305'740 | 61'148 | 303'905 | 61'393 | 98.82% | 98.82% |
10.12.2019 | 1.00% | 99.40 | 100.40 | 500'000 | 100'000 | 303'600 | 60'720 | 301'778 | 60'963 | 99.08% | 99.08% |