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 | 3.49% | 0.56 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 56'389 | 58'389 | 60.47% | 60.47% |
19.12.2019 | 3.62% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 54'245 | 56'245 | 100.00% | 100.00% |
18.12.2019 | 3.59% | 0.55 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 54'787 | 56'787 | 100.00% | 100.00% |
17.12.2019 | 3.68% | 0.53 | 0.55 | 100'000 | 100'000 | 100'000 | 100'000 | 53'322 | 55'322 | 100.00% | 100.00% |
16.12.2019 | 3.72% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 52'775 | 54'775 | 100.00% | 100.00% |
13.12.2019 | 3.86% | 0.49 | 0.51 | 110'000 | 100'000 | 100'476 | 100'000 | 51'111 | 52'878 | 78.38% | 78.38% |
12.12.2019 | 4.25% | 0.48 | 0.50 | 110'000 | 100'000 | 113'588 | 100'000 | 52'260 | 48'043 | 93.98% | 93.98% |
11.12.2019 | 4.38% | 0.45 | 0.47 | 120'000 | 100'000 | 119'690 | 100'000 | 53'457 | 46'666 | 99.62% | 99.62% |
10.12.2019 | 4.54% | 0.44 | 0.46 | 120'000 | 100'000 | 120'429 | 100'000 | 51'812 | 45'031 | 95.39% | 95.39% |