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 | 1.39% | 1.43 | 1.45 | 200'000 | 200'000 | 200'000 | 200'000 | 284'753 | 288'753 | 97.72% | 97.72% |
19.12.2019 | 1.42% | 1.40 | 1.42 | 200'000 | 200'000 | 200'000 | 200'000 | 280'246 | 284'246 | 100.00% | 100.00% |
18.12.2019 | 1.41% | 1.42 | 1.44 | 200'000 | 200'000 | 200'000 | 200'000 | 282'275 | 286'275 | 100.00% | 100.00% |
17.12.2019 | 1.42% | 1.41 | 1.43 | 200'000 | 200'000 | 200'000 | 200'000 | 280'499 | 284'499 | 100.00% | 100.00% |
16.12.2019 | 1.44% | 1.39 | 1.41 | 200'000 | 200'000 | 200'000 | 200'000 | 275'832 | 279'832 | 100.00% | 100.00% |
13.12.2019 | 1.47% | 1.36 | 1.38 | 200'000 | 200'000 | 200'000 | 200'000 | 269'846 | 273'846 | 97.69% | 97.69% |
12.12.2019 | 1.54% | 1.31 | 1.33 | 200'000 | 200'000 | 200'000 | 200'000 | 257'720 | 261'720 | 98.36% | 98.36% |
11.12.2019 | 1.57% | 1.27 | 1.29 | 200'000 | 200'000 | 200'000 | 200'000 | 252'835 | 256'835 | 100.00% | 100.00% |
10.12.2019 | 1.60% | 1.25 | 1.27 | 200'000 | 200'000 | 200'000 | 200'000 | 247'871 | 251'871 | 99.69% | 99.69% |