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 | 1.16% | 2.01 | 2.03 | 300'000 | 300'000 | 300'000 | 300'000 | 600'996 | 607'993 | 94.45% | 94.45% |
19.12.2019 | 1.19% | 1.93 | 1.96 | 300'000 | 300'000 | 300'000 | 300'000 | 572'217 | 579'074 | 100.00% | 100.00% |
18.12.2019 | 1.20% | 1.89 | 1.91 | 300'000 | 300'000 | 300'000 | 300'000 | 570'294 | 577'186 | 99.69% | 99.69% |
17.12.2019 | 1.26% | 1.87 | 1.89 | 300'000 | 300'000 | 300'000 | 300'000 | 558'313 | 565'404 | 100.00% | 100.00% |
16.12.2019 | 1.18% | 1.89 | 1.92 | 300'000 | 300'000 | 300'000 | 300'000 | 562'295 | 568'962 | 92.48% | 92.48% |
13.12.2019 | 1.21% | 1.82 | 1.84 | 300'000 | 300'000 | 300'000 | 300'000 | 552'966 | 559'705 | 89.35% | 89.35% |
12.12.2019 | 1.17% | 1.86 | 1.88 | 300'000 | 300'000 | 300'000 | 300'000 | 550'230 | 556'726 | 83.33% | 83.33% |
11.12.2019 | 1.20% | 1.86 | 1.88 | 300'000 | 300'000 | 300'000 | 300'000 | 551'913 | 558'554 | 35.43% | 35.43% |
10.12.2019 | 1.18% | 1.84 | 1.86 | 300'000 | 300'000 | 300'000 | 300'000 | 548'166 | 554'658 | 36.17% | 36.17% |