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 | - | - |
19.12.2019 | 0.57% | 3.51 | 3.53 | 150'000 | 150'000 | 150'000 | 150'000 | 524'467 | 527'467 | 99.64% | 99.64% |
18.12.2019 | 0.56% | 3.55 | 3.57 | 150'000 | 150'000 | 149'387 | 149'387 | 535'516 | 538'512 | 99.93% | 99.93% |
17.12.2019 | 0.54% | 3.63 | 3.65 | 150'000 | 150'000 | 150'000 | 150'000 | 550'304 | 553'304 | 99.95% | 99.95% |
16.12.2019 | 0.55% | 3.77 | 3.79 | 150'000 | 150'000 | 148'887 | 148'887 | 555'086 | 558'079 | 100.00% | 100.00% |
13.12.2019 | 0.63% | 3.62 | 3.68 | 37'500 | 37'500 | 140'062 | 140'062 | 521'684 | 524'617 | 99.57% | 99.57% |
12.12.2019 | 0.57% | 3.60 | 3.62 | 150'000 | 150'000 | 150'000 | 150'000 | 526'253 | 529'253 | 98.97% | 98.97% |
11.12.2019 | 0.58% | 3.47 | 3.49 | 150'000 | 150'000 | 150'000 | 150'000 | 514'831 | 517'831 | 100.00% | 100.00% |
10.12.2019 | 0.76% | 3.38 | 3.40 | 150'000 | 150'000 | 135'694 | 135'694 | 444'415 | 447'319 | 98.43% | 98.43% |
09.12.2019 | 0.57% | 3.44 | 3.46 | 150'000 | 150'000 | 150'000 | 150'000 | 521'844 | 524'844 | 100.00% | 100.00% |