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 | 3.64% | 0.27 | 0.28 | 410'000 | 410'000 | 410'000 | 410'000 | 110'610 | 114'710 | 100.00% | 100.00% |
19.12.2019 | 3.53% | 0.27 | 0.28 | 410'000 | 410'000 | 410'000 | 410'000 | 114'097 | 118'197 | 99.10% | 99.10% |
18.12.2019 | 3.41% | 0.28 | 0.29 | 410'000 | 410'000 | 410'000 | 410'000 | 118'278 | 122'378 | 99.01% | 99.01% |
17.12.2019 | 3.29% | 0.29 | 0.30 | 410'000 | 410'000 | 410'000 | 410'000 | 122'467 | 126'567 | 98.95% | 98.95% |
16.12.2019 | 2.99% | 0.32 | 0.33 | 410'000 | 410'000 | 410'000 | 410'000 | 135'121 | 139'221 | 99.13% | 99.13% |
13.12.2019 | 2.95% | 0.35 | 0.36 | 410'000 | 410'000 | 410'000 | 410'000 | 136'859 | 140'959 | 98.90% | 98.90% |
12.12.2019 | 2.95% | 0.32 | 0.33 | 410'000 | 410'000 | 410'000 | 410'000 | 137'210 | 141'310 | 98.94% | 98.94% |
11.12.2019 | 2.98% | 0.34 | 0.35 | 410'000 | 410'000 | 410'000 | 410'000 | 135'591 | 139'691 | 99.13% | 99.13% |
10.12.2019 | 2.97% | 0.32 | 0.33 | 410'000 | 410'000 | 410'000 | 410'000 | 135'882 | 139'982 | 98.91% | 98.91% |