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 | 1.82% | 1.09 | 1.11 | 200'000 | 200'000 | 200'000 | 200'000 | 218'244 | 222'244 | 97.72% | 97.72% |
19.12.2019 | 1.86% | 1.06 | 1.08 | 200'000 | 200'000 | 200'000 | 200'000 | 213'423 | 217'423 | 100.00% | 100.00% |
18.12.2019 | 1.84% | 1.09 | 1.11 | 200'000 | 200'000 | 200'000 | 200'000 | 215'386 | 219'386 | 100.00% | 100.00% |
17.12.2019 | 1.86% | 1.07 | 1.09 | 200'000 | 200'000 | 200'000 | 200'000 | 213'437 | 217'437 | 99.74% | 99.74% |
16.12.2019 | 1.89% | 1.06 | 1.08 | 200'000 | 200'000 | 200'000 | 200'000 | 209'334 | 213'334 | 100.00% | 100.00% |
13.12.2019 | 1.95% | 1.02 | 1.04 | 200'000 | 200'000 | 200'000 | 200'000 | 203'233 | 207'235 | 97.67% | 97.67% |
12.12.2019 | 2.07% | 0.98 | 1.00 | 200'000 | 200'000 | 200'000 | 200'000 | 191'090 | 195'090 | 98.74% | 98.74% |
11.12.2019 | 2.12% | 0.94 | 0.96 | 200'000 | 200'000 | 200'000 | 200'000 | 186'452 | 190'452 | 100.00% | 100.00% |
10.12.2019 | 2.18% | 0.92 | 0.94 | 200'000 | 200'000 | 200'000 | 200'000 | 181'271 | 185'271 | 99.65% | 99.65% |