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 | 1.30% | 1.54 | 1.56 | 200'000 | 200'000 | 200'000 | 200'000 | 305'539 | 309'539 | 35.91% | 35.91% |
19.12.2019 | 1.32% | 1.51 | 1.53 | 200'000 | 200'000 | 200'000 | 200'000 | 301'822 | 305'822 | 67.98% | 67.98% |
18.12.2019 | 1.32% | 1.50 | 1.52 | 200'000 | 200'000 | 200'000 | 200'000 | 300'051 | 304'051 | 54.11% | 54.11% |
17.12.2019 | 1.32% | 1.51 | 1.53 | 200'000 | 200'000 | 200'000 | 200'000 | 301'505 | 305'505 | 86.83% | 86.83% |
16.12.2019 | 1.35% | 1.50 | 1.52 | 200'000 | 200'000 | 200'000 | 200'000 | 293'777 | 297'777 | 65.61% | 65.61% |
13.12.2019 | 1.32% | 1.46 | 1.48 | 200'000 | 200'000 | 200'000 | 200'000 | 300'295 | 304'295 | 32.54% | 32.54% |
12.12.2019 | 1.45% | 1.44 | 1.46 | 200'000 | 200'000 | 200'000 | 200'000 | 274'453 | 278'453 | 30.57% | 30.57% |
11.12.2019 | 1.55% | 1.32 | 1.34 | 200'000 | 200'000 | 200'000 | 200'000 | 256'424 | 260'424 | 49.03% | 49.03% |
10.12.2019 | 1.60% | 1.26 | 1.28 | 200'000 | 200'000 | 200'000 | 200'000 | 247'751 | 251'751 | 78.93% | 78.93% |