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 | 1.51% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 131'631 | 133'631 | 100.00% | 100.00% |
19.12.2019 | 1.51% | 0.65 | 0.66 | 200'000 | 200'000 | 200'000 | 200'000 | 131'532 | 133'532 | 99.50% | 99.50% |
18.12.2019 | 1.45% | 0.68 | 0.69 | 200'000 | 200'000 | 200'000 | 200'000 | 137'086 | 139'086 | 99.16% | 99.16% |
17.12.2019 | 1.41% | 0.70 | 0.71 | 210'000 | 210'000 | 210'000 | 210'000 | 147'910 | 150'010 | 99.33% | 99.33% |
16.12.2019 | 1.40% | 0.72 | 0.73 | 210'000 | 210'000 | 210'000 | 210'000 | 148'745 | 150'845 | 99.43% | 99.43% |
13.12.2019 | 1.32% | 0.72 | 0.73 | 210'000 | 210'000 | 210'000 | 210'000 | 158'146 | 160'246 | 99.49% | 99.49% |
12.12.2019 | 1.49% | 0.69 | 0.70 | 200'000 | 200'000 | 200'000 | 200'000 | 133'256 | 135'256 | 99.45% | 99.45% |
11.12.2019 | 1.51% | 0.67 | 0.68 | 210'000 | 210'000 | 210'000 | 210'000 | 138'283 | 140'383 | 99.48% | 99.48% |
10.12.2019 | 1.60% | 0.63 | 0.64 | 210'000 | 210'000 | 210'000 | 210'000 | 130'248 | 132'348 | 99.51% | 99.51% |