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 | 1.27% | 1.56 | 1.58 | 100'000 | 100'000 | 100'000 | 100'000 | 156'337 | 158'337 | 60.05% | 60.05% |
19.12.2019 | 1.29% | 1.54 | 1.56 | 100'000 | 100'000 | 100'000 | 100'000 | 154'245 | 156'245 | 100.00% | 100.00% |
18.12.2019 | 1.28% | 1.55 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 154'787 | 156'787 | 100.00% | 100.00% |
17.12.2019 | 1.30% | 1.53 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 153'322 | 155'322 | 100.00% | 100.00% |
16.12.2019 | 1.30% | 1.54 | 1.56 | 100'000 | 100'000 | 100'000 | 100'000 | 152'775 | 154'775 | 100.00% | 100.00% |
13.12.2019 | 1.32% | 1.49 | 1.51 | 100'000 | 100'000 | 100'000 | 100'000 | 150'792 | 152'792 | 62.77% | 62.77% |
12.12.2019 | 1.36% | 1.48 | 1.50 | 100'000 | 100'000 | 100'000 | 100'000 | 145'814 | 147'814 | 62.81% | 62.81% |
11.12.2019 | 1.37% | 1.45 | 1.47 | 100'000 | 100'000 | 100'000 | 100'000 | 144'597 | 146'597 | 73.44% | 73.44% |
10.12.2019 | 1.39% | 1.44 | 1.46 | 100'000 | 100'000 | 100'000 | 100'000 | 142'980 | 144'980 | 78.14% | 78.14% |