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 | 1.45% | 1.36 | 1.38 | 50'000 | 50'000 | 50'000 | 50'000 | 68'333 | 69'333 | 100.00% | 100.00% |
19.12.2019 | 1.18% | 1.35 | 1.36 | 90'000 | 90'000 | 58'630 | 58'630 | 75'920 | 76'776 | 98.11% | 98.11% |
18.12.2019 | 1.18% | 1.30 | 1.31 | 90'000 | 90'000 | 58'594 | 58'594 | 75'860 | 76'713 | 99.28% | 99.28% |
17.12.2019 | 1.19% | 1.32 | 1.33 | 90'000 | 90'000 | 58'721 | 58'721 | 75'728 | 76'579 | 97.61% | 97.61% |
16.12.2019 | 1.18% | 1.27 | 1.28 | 90'000 | 90'000 | 58'595 | 58'595 | 75'959 | 76'815 | 98.08% | 98.08% |
13.12.2019 | 1.24% | 1.21 | 1.22 | 90'000 | 90'000 | 58'676 | 58'676 | 71'306 | 72'154 | 95.30% | 95.30% |
12.12.2019 | 1.42% | 1.08 | 1.09 | 90'000 | 90'000 | 58'605 | 58'605 | 63'077 | 63'933 | 98.43% | 98.43% |
11.12.2019 | 1.46% | 1.02 | 1.03 | 90'000 | 90'000 | 58'539 | 58'539 | 60'966 | 61'819 | 99.10% | 99.10% |
10.12.2019 | 1.43% | 1.07 | 1.08 | 90'000 | 90'000 | 58'620 | 58'620 | 62'799 | 63'655 | 98.15% | 98.15% |