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 | - | - |
23.12.2019 | 0.80% | 104.28 | 105.12 | 250'000 | 250'000 | 250'000 | 250'000 | 260'700 | 262'800 | 100.00% | 100.00% |
20.12.2019 | 0.80% | 104.24 | 105.08 | 250'000 | 250'000 | 250'000 | 250'000 | 260'600 | 262'700 | 100.00% | 100.00% |
19.12.2019 | 0.80% | 104.21 | 105.05 | 250'000 | 250'000 | 250'000 | 250'000 | 260'534 | 262'634 | 100.00% | 100.00% |
18.12.2019 | 0.81% | 104.17 | 105.01 | 250'000 | 250'000 | 250'000 | 250'000 | 259'094 | 261'194 | 90.49% | 90.49% |
17.12.2019 | 0.81% | 103.57 | 104.41 | 250'000 | 250'000 | 250'000 | 250'000 | 258'948 | 261'048 | 100.00% | 100.00% |
16.12.2019 | 0.81% | 103.38 | 104.22 | 250'000 | 250'000 | 250'000 | 250'000 | 258'457 | 260'557 | 97.70% | 97.70% |
13.12.2019 | 0.81% | 103.31 | 104.14 | 250'000 | 250'000 | 250'000 | 250'000 | 258'483 | 260'576 | 65.76% | 65.76% |
12.12.2019 | 0.80% | 103.20 | 104.03 | 250'000 | 250'000 | 250'000 | 250'000 | 257'781 | 259'856 | 88.70% | 88.70% |
11.12.2019 | 0.81% | 103.51 | 104.35 | 250'000 | 250'000 | 250'000 | 250'000 | 258'579 | 260'679 | 100.00% | 100.00% |