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 | 2.24% | 0.45 | 0.46 | 90'000 | 90'000 | 90'000 | 90'000 | 39'815 | 40'715 | 100.00% | 100.00% |
19.12.2019 | 2.38% | 0.42 | 0.43 | 90'000 | 90'000 | 90'000 | 90'000 | 37'374 | 38'274 | 100.00% | 100.00% |
18.12.2019 | 2.36% | 0.41 | 0.42 | 90'000 | 90'000 | 90'000 | 90'000 | 37'732 | 38'632 | 99.29% | 99.29% |
17.12.2019 | 2.34% | 0.43 | 0.44 | 90'000 | 90'000 | 90'000 | 90'000 | 38'049 | 38'949 | 100.00% | 100.00% |
16.12.2019 | 2.38% | 0.42 | 0.43 | 90'000 | 90'000 | 90'000 | 90'000 | 37'411 | 38'311 | 100.00% | 100.00% |
13.12.2019 | 2.42% | 0.39 | 0.40 | 90'000 | 90'000 | 90'000 | 90'000 | 36'782 | 37'682 | 100.00% | 100.00% |
12.12.2019 | 2.43% | 0.41 | 0.42 | 90'000 | 90'000 | 90'000 | 90'000 | 36'651 | 37'551 | 99.36% | 99.36% |
11.12.2019 | 2.75% | 0.35 | 0.36 | 90'000 | 90'000 | 90'000 | 90'000 | 32'316 | 33'216 | 100.00% | 100.00% |
10.12.2019 | 2.76% | 0.35 | 0.36 | 90'000 | 90'000 | 90'000 | 90'000 | 32'165 | 33'065 | 99.52% | 99.52% |