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 | 2.13% | 0.94 | 0.96 | 200'000 | 200'000 | 200'000 | 200'000 | 185'625 | 189'625 | 41.02% | 41.02% |
19.12.2019 | 2.18% | 0.91 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 181'825 | 185'825 | 67.11% | 67.11% |
18.12.2019 | 2.20% | 0.91 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 180'067 | 184'067 | 53.80% | 53.80% |
17.12.2019 | 2.18% | 0.91 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 181'467 | 185'467 | 88.78% | 88.78% |
16.12.2019 | 2.28% | 0.90 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 173'654 | 177'654 | 69.88% | 69.88% |
13.12.2019 | 2.20% | 0.86 | 0.88 | 200'000 | 200'000 | 200'000 | 200'000 | 180'176 | 184'176 | 36.64% | 36.64% |
12.12.2019 | 2.56% | 0.84 | 0.86 | 200'000 | 200'000 | 200'000 | 200'000 | 154'512 | 158'512 | 36.69% | 36.69% |
11.12.2019 | 2.89% | 0.72 | 0.74 | 200'000 | 200'000 | 200'000 | 200'000 | 136'335 | 140'335 | 70.92% | 70.92% |
10.12.2019 | 3.08% | 0.66 | 0.68 | 200'000 | 200'000 | 200'000 | 200'000 | 128'153 | 132'153 | 84.82% | 84.82% |