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 | 3.16% | 0.63 | 0.65 | 200'000 | 200'000 | 200'000 | 200'000 | 124'753 | 128'753 | 97.72% | 97.72% |
19.12.2019 | 3.27% | 0.60 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 120'246 | 124'246 | 100.00% | 100.00% |
18.12.2019 | 3.22% | 0.62 | 0.64 | 200'000 | 200'000 | 200'000 | 200'000 | 122'275 | 126'275 | 100.00% | 100.00% |
17.12.2019 | 3.27% | 0.61 | 0.63 | 200'000 | 200'000 | 200'000 | 200'000 | 120'499 | 124'499 | 99.96% | 99.96% |
16.12.2019 | 3.40% | 0.59 | 0.61 | 200'000 | 200'000 | 200'000 | 200'000 | 115'832 | 119'832 | 100.00% | 100.00% |
13.12.2019 | 3.58% | 0.56 | 0.58 | 200'000 | 200'000 | 200'000 | 200'000 | 109'822 | 113'822 | 96.58% | 96.58% |
12.12.2019 | 4.01% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 97'717 | 101'717 | 98.21% | 98.21% |
11.12.2019 | 4.22% | 0.47 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 92'880 | 96'880 | 100.00% | 100.00% |
10.12.2019 | 4.45% | 0.45 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 88'010 | 92'010 | 99.62% | 99.62% |