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 | 1.61% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 123'117 | 125'118 | 60.93% | 60.93% |
19.12.2019 | 1.64% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 120'985 | 122'985 | 100.00% | 100.00% |
18.12.2019 | 1.63% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 121'434 | 123'434 | 100.00% | 100.00% |
17.12.2019 | 1.66% | 1.19 | 1.21 | 100'000 | 100'000 | 100'000 | 100'000 | 119'835 | 121'835 | 100.00% | 100.00% |
16.12.2019 | 1.66% | 1.20 | 1.22 | 100'000 | 100'000 | 100'000 | 100'000 | 119'409 | 121'409 | 100.00% | 100.00% |
13.12.2019 | 1.69% | 1.16 | 1.18 | 100'000 | 100'000 | 100'000 | 100'000 | 117'435 | 119'435 | 62.90% | 62.90% |
12.12.2019 | 1.76% | 1.14 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 112'439 | 114'439 | 67.66% | 67.66% |
11.12.2019 | 1.78% | 1.12 | 1.14 | 100'000 | 100'000 | 100'000 | 100'000 | 111'294 | 113'294 | 78.79% | 78.79% |
10.12.2019 | 1.81% | 1.11 | 1.13 | 100'000 | 100'000 | 100'000 | 100'000 | 109'729 | 111'729 | 81.22% | 81.22% |