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 | 3.39% | 0.29 | 0.30 | 110'000 | 110'000 | 110'000 | 110'000 | 31'894 | 32'994 | 100.00% | 100.00% |
19.12.2019 | 3.19% | 0.29 | 0.30 | 110'000 | 110'000 | 110'000 | 110'000 | 33'935 | 35'035 | 99.11% | 99.11% |
18.12.2019 | 3.04% | 0.32 | 0.33 | 110'000 | 110'000 | 110'000 | 110'000 | 35'646 | 36'746 | 99.05% | 99.05% |
17.12.2019 | 2.95% | 0.34 | 0.35 | 110'000 | 110'000 | 110'000 | 110'000 | 36'773 | 37'873 | 98.98% | 98.98% |
16.12.2019 | 3.10% | 0.33 | 0.34 | 110'000 | 110'000 | 110'000 | 110'000 | 34'950 | 36'050 | 98.73% | 98.73% |
13.12.2019 | 2.90% | 0.37 | 0.38 | 110'000 | 110'000 | 110'000 | 110'000 | 37'349 | 38'449 | 98.97% | 98.97% |
12.12.2019 | 2.52% | 0.35 | 0.36 | 110'000 | 110'000 | 110'000 | 110'000 | 43'100 | 44'200 | 98.93% | 98.93% |
11.12.2019 | 2.39% | 0.41 | 0.42 | 110'000 | 110'000 | 110'000 | 110'000 | 45'484 | 46'584 | 98.80% | 98.80% |
10.12.2019 | 2.31% | 0.42 | 0.43 | 110'000 | 110'000 | 110'000 | 110'000 | 47'162 | 48'262 | 98.93% | 98.93% |