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 | 1.44% | 1.61 | 1.63 | 300'000 | 300'000 | 300'000 | 300'000 | 480'995 | 487'993 | 94.45% | 94.45% |
19.12.2019 | 1.51% | 1.53 | 1.56 | 300'000 | 300'000 | 300'000 | 300'000 | 452'217 | 459'073 | 100.00% | 100.00% |
18.12.2019 | 1.52% | 1.49 | 1.51 | 300'000 | 300'000 | 300'000 | 300'000 | 450'295 | 457'187 | 99.68% | 99.68% |
17.12.2019 | 1.60% | 1.47 | 1.49 | 300'000 | 300'000 | 300'000 | 300'000 | 438'314 | 445'404 | 100.00% | 100.00% |
16.12.2019 | 1.50% | 1.49 | 1.52 | 300'000 | 300'000 | 300'000 | 300'000 | 442'295 | 448'962 | 92.48% | 92.48% |
13.12.2019 | 1.54% | 1.42 | 1.44 | 300'000 | 300'000 | 300'000 | 300'000 | 432'967 | 439'705 | 89.32% | 89.32% |
12.12.2019 | 1.50% | 1.46 | 1.48 | 300'000 | 300'000 | 300'000 | 300'000 | 430'256 | 436'759 | 83.75% | 83.75% |
11.12.2019 | 1.54% | 1.46 | 1.48 | 300'000 | 300'000 | 300'000 | 300'000 | 432'178 | 438'869 | 37.73% | 37.73% |
10.12.2019 | 1.50% | 1.44 | 1.46 | 300'000 | 300'000 | 300'000 | 300'000 | 428'142 | 434'609 | 39.59% | 39.59% |