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 | 0.76% | 1.32 | 1.33 | 150'000 | 150'000 | 150'000 | 150'000 | 196'581 | 198'081 | 99.79% | 99.79% |
19.12.2019 | 0.84% | 1.22 | 1.23 | 150'000 | 150'000 | 150'000 | 150'000 | 177'782 | 179'282 | 99.74% | 99.74% |
18.12.2019 | 0.85% | 1.16 | 1.17 | 150'000 | 150'000 | 149'919 | 149'917 | 176'508 | 178'005 | 99.98% | 99.98% |
17.12.2019 | 0.88% | 1.14 | 1.15 | 150'000 | 150'000 | 150'000 | 150'000 | 169'007 | 170'507 | 99.98% | 99.98% |
16.12.2019 | 0.87% | 1.17 | 1.18 | 150'000 | 150'000 | 150'000 | 150'000 | 171'468 | 172'968 | 99.99% | 99.99% |
13.12.2019 | 0.90% | 1.07 | 1.08 | 150'000 | 150'000 | 149'969 | 149'987 | 165'638 | 167'157 | 91.28% | 91.28% |
12.12.2019 | 0.91% | 1.12 | 1.13 | 150'000 | 150'000 | 149'966 | 149'967 | 164'177 | 165'678 | 99.50% | 99.50% |
11.12.2019 | 0.91% | 1.13 | 1.14 | 150'000 | 150'000 | 150'000 | 149'995 | 164'784 | 166'280 | 79.48% | 79.48% |
10.12.2019 | 0.92% | 1.10 | 1.11 | 150'000 | 150'000 | 149'989 | 149'989 | 163'128 | 164'628 | 99.85% | 99.85% |