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 | 1.15% | 1.74 | 1.76 | 200'000 | 200'000 | 200'000 | 200'000 | 345'545 | 349'545 | 35.16% | 35.16% |
19.12.2019 | 1.16% | 1.71 | 1.73 | 200'000 | 200'000 | 200'000 | 200'000 | 341'786 | 345'786 | 68.81% | 68.81% |
18.12.2019 | 1.17% | 1.70 | 1.72 | 200'000 | 200'000 | 200'000 | 200'000 | 340'044 | 344'044 | 53.09% | 53.09% |
17.12.2019 | 1.16% | 1.71 | 1.73 | 200'000 | 200'000 | 200'000 | 200'000 | 341'537 | 345'537 | 83.50% | 83.50% |
16.12.2019 | 1.19% | 1.70 | 1.72 | 200'000 | 200'000 | 200'000 | 200'000 | 333'746 | 337'746 | 67.19% | 67.19% |
13.12.2019 | 1.17% | 1.66 | 1.68 | 200'000 | 200'000 | 200'000 | 200'000 | 339'601 | 343'601 | 27.42% | 27.42% |
12.12.2019 | 1.26% | 1.64 | 1.66 | 200'000 | 200'000 | 200'000 | 200'000 | 314'697 | 318'697 | 26.48% | 26.48% |
11.12.2019 | 1.34% | 1.52 | 1.54 | 200'000 | 200'000 | 200'000 | 200'000 | 296'401 | 300'401 | 47.20% | 47.20% |
10.12.2019 | 1.38% | 1.46 | 1.48 | 200'000 | 200'000 | 200'000 | 200'000 | 287'744 | 291'744 | 76.49% | 76.49% |