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 | 1.50% | 1.34 | 1.36 | 200'000 | 200'000 | 200'000 | 200'000 | 265'535 | 269'535 | 37.76% | 37.76% |
19.12.2019 | 1.52% | 1.31 | 1.33 | 200'000 | 200'000 | 200'000 | 200'000 | 261'823 | 265'823 | 67.85% | 67.85% |
18.12.2019 | 1.53% | 1.31 | 1.33 | 200'000 | 200'000 | 200'000 | 200'000 | 260'071 | 264'071 | 54.85% | 54.85% |
17.12.2019 | 1.52% | 1.31 | 1.33 | 200'000 | 200'000 | 200'000 | 200'000 | 261'492 | 265'492 | 87.75% | 87.75% |
16.12.2019 | 1.56% | 1.30 | 1.32 | 200'000 | 200'000 | 200'000 | 200'000 | 253'759 | 257'759 | 67.08% | 67.08% |
13.12.2019 | 1.52% | 1.26 | 1.28 | 200'000 | 200'000 | 200'000 | 200'000 | 260'423 | 264'423 | 35.39% | 35.39% |
12.12.2019 | 1.69% | 1.24 | 1.26 | 200'000 | 200'000 | 200'000 | 200'000 | 234'608 | 238'608 | 32.15% | 32.15% |
11.12.2019 | 1.83% | 1.12 | 1.14 | 200'000 | 200'000 | 200'000 | 200'000 | 216'249 | 220'249 | 56.04% | 56.04% |
10.12.2019 | 1.91% | 1.06 | 1.08 | 200'000 | 200'000 | 200'000 | 200'000 | 207'783 | 211'783 | 80.62% | 80.62% |