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 | 0.69% | 1.44 | 1.45 | 150'000 | 150'000 | 150'000 | 150'000 | 215'293 | 216'793 | 99.91% | 99.91% |
19.12.2019 | 0.76% | 1.34 | 1.35 | 150'000 | 150'000 | 149'994 | 149'911 | 196'420 | 197'809 | 67.72% | 67.72% |
18.12.2019 | 0.77% | 1.28 | 1.29 | 150'000 | 150'000 | 150'000 | 150'000 | 195'317 | 196'817 | 99.99% | 99.99% |
17.12.2019 | 0.80% | 1.26 | 1.27 | 150'000 | 150'000 | 150'000 | 150'000 | 187'787 | 189'287 | 99.97% | 99.97% |
16.12.2019 | 0.79% | 1.29 | 1.30 | 150'000 | 150'000 | 150'000 | 150'000 | 190'242 | 191'742 | 99.99% | 99.99% |
13.12.2019 | 0.81% | 1.20 | 1.21 | 65'000 | 65'000 | 149'788 | 149'698 | 184'434 | 185'821 | 71.03% | 71.03% |
12.12.2019 | 0.82% | 1.24 | 1.25 | 150'000 | 150'000 | 149'820 | 149'741 | 182'810 | 184'210 | 93.79% | 93.79% |
11.12.2019 | 0.81% | 1.25 | 1.26 | 150'000 | 150'000 | 150'000 | 150'000 | 183'728 | 185'228 | 99.84% | 99.84% |
10.12.2019 | 0.82% | 1.22 | 1.23 | 150'000 | 150'000 | 149'983 | 150'000 | 181'798 | 183'319 | 99.86% | 99.86% |