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 | 0.86% | 1.15 | 1.16 | 150'000 | 150'000 | 150'000 | 150'000 | 173'327 | 174'827 | 99.87% | 99.87% |
19.12.2019 | 0.88% | 1.12 | 1.13 | 150'000 | 150'000 | 150'000 | 150'000 | 168'984 | 170'484 | 99.72% | 99.72% |
18.12.2019 | 0.88% | 1.13 | 1.14 | 150'000 | 150'000 | 150'000 | 150'000 | 170'091 | 171'591 | 99.98% | 99.98% |
17.12.2019 | 0.90% | 1.10 | 1.11 | 150'000 | 150'000 | 150'000 | 150'000 | 166'527 | 168'027 | 99.98% | 99.98% |
16.12.2019 | 0.90% | 1.12 | 1.13 | 150'000 | 150'000 | 150'000 | 150'000 | 165'435 | 166'935 | 99.99% | 99.99% |
13.12.2019 | 0.92% | 1.05 | 1.06 | 150'000 | 150'000 | 150'000 | 150'000 | 161'529 | 163'029 | 99.86% | 99.86% |
12.12.2019 | 0.99% | 1.03 | 1.04 | 150'000 | 150'000 | 150'000 | 150'000 | 150'511 | 152'011 | 99.32% | 99.32% |
11.12.2019 | 1.02% | 0.98 | 0.99 | 150'000 | 150'000 | 150'000 | 150'000 | 147'012 | 148'512 | 99.81% | 99.81% |
10.12.2019 | 1.04% | 0.97 | 0.98 | 150'000 | 150'000 | 150'000 | 150'000 | 143'319 | 144'819 | 99.85% | 99.85% |