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 | 2.66% | 0.74 | 0.76 | 300'000 | 300'000 | 300'000 | 300'000 | 222'357 | 228'357 | 96.27% | 96.27% |
19.12.2019 | 2.59% | 0.76 | 0.78 | 300'000 | 300'000 | 300'000 | 300'000 | 228'898 | 234'898 | 90.14% | 90.14% |
18.12.2019 | 2.49% | 0.79 | 0.81 | 300'000 | 300'000 | 300'000 | 300'000 | 237'920 | 243'920 | 96.66% | 96.66% |
17.12.2019 | 2.59% | 0.78 | 0.80 | 300'000 | 300'000 | 300'000 | 300'000 | 228'985 | 234'985 | 99.42% | 99.42% |
16.12.2019 | 2.60% | 0.77 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 227'439 | 233'439 | 82.91% | 82.91% |
13.12.2019 | 2.62% | 0.72 | 0.74 | 300'000 | 300'000 | 300'000 | 300'000 | 226'004 | 232'004 | 91.99% | 91.99% |
12.12.2019 | 2.92% | 0.72 | 0.74 | 300'000 | 300'000 | 300'000 | 300'000 | 202'726 | 208'726 | 93.81% | 93.81% |
11.12.2019 | 2.97% | 0.65 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 198'879 | 204'879 | 98.93% | 98.93% |
10.12.2019 | 2.95% | 0.67 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 200'679 | 206'679 | 99.89% | 99.89% |