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 | 2.71% | 0.74 | 0.76 | 200'000 | 200'000 | 200'000 | 200'000 | 145'649 | 149'649 | 45.37% | 45.37% |
19.12.2019 | 2.78% | 0.71 | 0.73 | 200'000 | 200'000 | 200'000 | 200'000 | 141'836 | 145'836 | 67.70% | 67.70% |
18.12.2019 | 2.82% | 0.71 | 0.73 | 200'000 | 200'000 | 200'000 | 200'000 | 140'090 | 144'090 | 54.95% | 54.95% |
17.12.2019 | 2.79% | 0.71 | 0.73 | 200'000 | 200'000 | 200'000 | 200'000 | 141'450 | 145'450 | 87.39% | 87.39% |
16.12.2019 | 2.95% | 0.70 | 0.72 | 200'000 | 200'000 | 200'000 | 200'000 | 133'696 | 137'696 | 66.45% | 66.45% |
13.12.2019 | 2.82% | 0.66 | 0.68 | 200'000 | 200'000 | 200'000 | 200'000 | 140'164 | 144'164 | 38.62% | 38.62% |
12.12.2019 | 3.45% | 0.64 | 0.66 | 200'000 | 200'000 | 200'000 | 200'000 | 114'005 | 118'005 | 52.03% | 52.03% |
11.12.2019 | 4.06% | 0.52 | 0.54 | 200'000 | 200'000 | 200'000 | 200'000 | 96'588 | 100'588 | 85.26% | 85.26% |
10.12.2019 | 4.42% | 0.46 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 88'614 | 92'614 | 95.20% | 95.20% |