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 | 4.57% | 0.65 | 0.68 | 75'000 | 75'000 | 75'000 | 75'000 | 48'126 | 50'376 | 100.00% | 100.00% |
19.12.2019 | 5.40% | 0.57 | 0.60 | 80'000 | 80'000 | 80'000 | 80'000 | 43'285 | 45'685 | 99.79% | 99.79% |
18.12.2019 | 5.45% | 0.52 | 0.55 | 80'000 | 80'000 | 80'000 | 80'000 | 42'903 | 45'303 | 100.00% | 100.00% |
17.12.2019 | 5.85% | 0.51 | 0.54 | 80'000 | 80'000 | 80'000 | 80'000 | 39'822 | 42'222 | 99.86% | 99.86% |
16.12.2019 | 5.72% | 0.53 | 0.56 | 80'000 | 80'000 | 80'000 | 80'000 | 40'764 | 43'164 | 98.55% | 98.55% |
13.12.2019 | 6.11% | 0.45 | 0.48 | 80'000 | 80'000 | 80'000 | 80'000 | 38'144 | 40'544 | 100.00% | 100.00% |
12.12.2019 | 4.16% | 0.49 | 0.51 | 80'000 | 80'000 | 80'000 | 80'000 | 37'705 | 39'305 | 99.70% | 99.70% |
11.12.2019 | 4.13% | 0.49 | 0.51 | 80'000 | 80'000 | 80'000 | 80'000 | 37'973 | 39'573 | 99.49% | 99.49% |
10.12.2019 | 4.22% | 0.47 | 0.49 | 80'000 | 80'000 | 80'000 | 80'000 | 37'148 | 38'748 | 100.00% | 100.00% |