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 | 1.29% | 1.81 | 1.83 | 300'000 | 300'000 | 300'000 | 300'000 | 540'994 | 547'993 | 94.45% | 94.45% |
19.12.2019 | 1.33% | 1.73 | 1.76 | 300'000 | 300'000 | 300'000 | 300'000 | 512'217 | 519'074 | 100.00% | 100.00% |
18.12.2019 | 1.34% | 1.69 | 1.71 | 300'000 | 300'000 | 300'000 | 300'000 | 510'294 | 517'186 | 99.69% | 99.69% |
17.12.2019 | 1.41% | 1.67 | 1.69 | 300'000 | 300'000 | 300'000 | 300'000 | 498'313 | 505'404 | 100.00% | 100.00% |
16.12.2019 | 1.32% | 1.69 | 1.72 | 300'000 | 300'000 | 300'000 | 300'000 | 502'295 | 508'963 | 92.49% | 92.49% |
13.12.2019 | 1.36% | 1.62 | 1.64 | 300'000 | 300'000 | 300'000 | 300'000 | 492'966 | 499'705 | 89.37% | 89.37% |
12.12.2019 | 1.32% | 1.66 | 1.68 | 300'000 | 300'000 | 300'000 | 300'000 | 490'241 | 496'744 | 83.54% | 83.54% |
11.12.2019 | 1.34% | 1.66 | 1.68 | 300'000 | 300'000 | 300'000 | 300'000 | 491'930 | 498'572 | 35.91% | 35.91% |
10.12.2019 | 1.32% | 1.64 | 1.66 | 300'000 | 300'000 | 300'000 | 300'000 | 488'188 | 494'654 | 38.01% | 38.01% |