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 | 2.30% | 1.01 | 1.03 | 300'000 | 300'000 | 299'999 | 300'000 | 300'978 | 307'992 | 94.45% | 94.45% |
19.12.2019 | 2.49% | 0.93 | 0.96 | 300'000 | 300'000 | 300'000 | 300'000 | 272'217 | 279'074 | 100.00% | 100.00% |
18.12.2019 | 2.52% | 0.89 | 0.91 | 300'000 | 300'000 | 300'000 | 300'000 | 270'295 | 277'187 | 99.68% | 99.68% |
17.12.2019 | 2.71% | 0.87 | 0.89 | 300'000 | 300'000 | 300'000 | 300'000 | 258'313 | 265'400 | 100.00% | 100.00% |
16.12.2019 | 2.48% | 0.89 | 0.92 | 300'000 | 300'000 | 300'000 | 300'000 | 262'295 | 268'877 | 92.48% | 92.48% |
13.12.2019 | 2.59% | 0.82 | 0.84 | 300'000 | 300'000 | 300'000 | 300'000 | 252'711 | 259'333 | 94.73% | 94.73% |
12.12.2019 | 2.57% | 0.86 | 0.88 | 300'000 | 300'000 | 300'000 | 300'000 | 250'274 | 256'778 | 84.44% | 84.44% |
11.12.2019 | 2.62% | 0.86 | 0.88 | 300'000 | 300'000 | 300'000 | 300'000 | 252'618 | 259'321 | 46.32% | 46.32% |
10.12.2019 | 2.58% | 0.84 | 0.86 | 300'000 | 300'000 | 300'000 | 300'000 | 247'890 | 254'377 | 48.95% | 48.95% |