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 | 2.47% | 0.40 | 0.41 | 40'000 | 40'000 | 39'997 | 40'000 | 16'002 | 16'403 | 99.59% | 99.59% |
19.12.2019 | 2.47% | 0.39 | 0.40 | 210'000 | 210'000 | 86'923 | 86'923 | 34'591 | 35'460 | 97.28% | 97.28% |
18.12.2019 | 2.41% | 0.41 | 0.42 | 210'000 | 210'000 | 87'596 | 87'596 | 35'914 | 36'790 | 97.70% | 97.70% |
17.12.2019 | 2.31% | 0.42 | 0.43 | 210'000 | 210'000 | 88'096 | 88'096 | 37'379 | 38'260 | 97.12% | 97.12% |
16.12.2019 | 2.34% | 0.43 | 0.44 | 210'000 | 210'000 | 88'001 | 88'001 | 37'398 | 38'278 | 98.36% | 98.36% |
13.12.2019 | 2.38% | 0.42 | 0.43 | 210'000 | 210'000 | 93'106 | 93'106 | 38'464 | 39'395 | 86.63% | 86.63% |
12.12.2019 | 2.41% | 0.42 | 0.43 | 210'000 | 210'000 | 86'261 | 86'261 | 35'527 | 36'390 | 97.05% | 97.05% |
11.12.2019 | 2.36% | 0.41 | 0.42 | 210'000 | 210'000 | 87'960 | 87'960 | 36'528 | 37'408 | 98.40% | 98.40% |
10.12.2019 | 2.33% | 0.42 | 0.43 | 210'000 | 210'000 | 88'571 | 88'571 | 37'480 | 38'366 | 94.31% | 94.31% |