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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.12.2019 | 2.50% | 1.16 | 1.19 | 510'000 | 510'000 | 510'000 | 510'000 | 570'084 | 584'534 | 99.15% | 99.15% |
18.12.2019 | 0.82% | 1.16 | 1.17 | 510'000 | 510'000 | 510'000 | 510'000 | 622'667 | 627'767 | 99.95% | 99.95% |
17.12.2019 | 0.93% | 1.08 | 1.09 | 510'000 | 510'000 | 510'000 | 510'000 | 544'080 | 549'180 | 100.00% | 100.00% |
16.12.2019 | 0.94% | 1.14 | 1.15 | 530'000 | 530'000 | 530'000 | 530'000 | 561'289 | 566'589 | 100.00% | 100.00% |
13.12.2019 | 1.03% | 0.91 | 0.92 | 530'000 | 530'000 | 530'000 | 530'000 | 512'663 | 517'963 | 96.14% | 96.14% |
12.12.2019 | 1.15% | 0.97 | 0.98 | 560'000 | 560'000 | 560'000 | 560'000 | 485'817 | 491'417 | 94.84% | 94.84% |
11.12.2019 | 1.26% | 0.85 | 0.86 | 570'000 | 570'000 | 570'000 | 570'000 | 452'107 | 457'807 | 99.14% | 99.14% |
10.12.2019 | 1.31% | 0.80 | 0.81 | 550'000 | 550'000 | 550'000 | 550'000 | 417'400 | 422'900 | 97.03% | 97.03% |