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 | 2.42% | 0.41 | 0.42 | 110'000 | 110'000 | 110'000 | 110'000 | 44'992 | 46'092 | 96.12% | 96.12% |
19.12.2019 | 2.47% | 0.41 | 0.42 | 110'000 | 110'000 | 109'974 | 110'000 | 44'042 | 45'153 | 92.18% | 92.18% |
18.12.2019 | 2.47% | 0.41 | 0.42 | 110'000 | 110'000 | 110'000 | 110'000 | 43'941 | 45'041 | 93.78% | 93.78% |
17.12.2019 | 2.50% | 0.37 | 0.38 | 110'000 | 110'000 | 110'000 | 110'000 | 43'519 | 44'619 | 94.32% | 94.32% |
16.12.2019 | 2.42% | 0.39 | 0.40 | 110'000 | 110'000 | 110'000 | 110'000 | 44'968 | 46'068 | 94.76% | 94.76% |
13.12.2019 | 2.27% | 0.38 | 0.39 | 110'000 | 110'000 | 110'000 | 110'000 | 48'067 | 49'167 | 92.98% | 92.98% |
12.12.2019 | 2.12% | 0.46 | 0.47 | 110'000 | 110'000 | 110'000 | 110'000 | 51'310 | 52'410 | 98.80% | 98.80% |
11.12.2019 | 2.61% | 0.43 | 0.44 | 110'000 | 110'000 | 110'000 | 110'000 | 41'769 | 42'869 | 100.00% | 100.00% |
10.12.2019 | 3.27% | 0.35 | 0.36 | 110'000 | 110'000 | 110'000 | 110'000 | 33'475 | 34'575 | 99.47% | 99.47% |