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 | 9.75% | 0.21 | 0.24 | 240'000 | 100'000 | 232'581 | 100'000 | 50'525 | 23'966 | 76.60% | 76.60% |
19.12.2019 | 9.93% | 0.20 | 0.22 | 250'000 | 100'000 | 255'451 | 100'000 | 50'521 | 21'875 | 90.85% | 90.85% |
18.12.2019 | 9.58% | 0.20 | 0.22 | 250'000 | 100'000 | 248'135 | 100'000 | 50'354 | 22'369 | 97.95% | 97.95% |
17.12.2019 | 10.91% | 0.18 | 0.20 | 280'000 | 100'000 | 271'944 | 100'000 | 50'526 | 20'756 | 96.95% | 96.95% |
16.12.2019 | 11.19% | 0.19 | 0.21 | 270'000 | 100'000 | 278'612 | 100'000 | 50'796 | 20'412 | 97.24% | 97.24% |
13.12.2019 | 11.88% | 0.15 | 0.17 | 300'000 | 100'000 | 298'748 | 100'000 | 49'422 | 18'635 | 67.31% | 80.35% |
12.12.2019 | 13.27% | 0.15 | 0.17 | 300'000 | 100'000 | 300'000 | 100'000 | 39'601 | 15'083 | 89.91% | 97.74% |
11.12.2019 | 9.17% | 0.12 | 0.14 | 300'000 | 100'000 | 300'000 | 100'000 | 36'707 | 13'407 | 95.61% | 95.61% |
10.12.2019 | 9.73% | 0.12 | 0.13 | 300'000 | 100'000 | 299'068 | 99'767 | 33'032 | 12'133 | 89.56% | 96.01% |