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 | 1.12% | 1.78 | 1.80 | 100'000 | 100'000 | 100'000 | 100'000 | 177'027 | 179'027 | 42.78% | 42.78% |
19.12.2019 | 1.15% | 1.75 | 1.77 | 100'000 | 100'000 | 100'000 | 100'000 | 173'574 | 175'574 | 54.41% | 54.41% |
18.12.2019 | 1.15% | 1.73 | 1.75 | 100'000 | 100'000 | 100'000 | 100'000 | 173'404 | 175'404 | 86.35% | 86.35% |
17.12.2019 | 1.15% | 1.71 | 1.73 | 100'000 | 100'000 | 100'000 | 100'000 | 172'919 | 174'919 | 65.68% | 65.68% |
16.12.2019 | 1.15% | 1.75 | 1.77 | 100'000 | 100'000 | 100'000 | 100'000 | 173'577 | 175'577 | 93.37% | 93.37% |
13.12.2019 | 1.16% | 1.70 | 1.72 | 100'000 | 100'000 | 100'000 | 100'000 | 171'721 | 173'721 | 43.64% | 43.64% |
12.12.2019 | 1.17% | 1.73 | 1.75 | 100'000 | 100'000 | 100'000 | 100'000 | 170'304 | 172'304 | 78.09% | 78.09% |
11.12.2019 | 1.17% | 1.71 | 1.73 | 100'000 | 100'000 | 100'000 | 100'000 | 169'283 | 171'283 | 71.70% | 71.70% |
10.12.2019 | 1.19% | 1.71 | 1.73 | 100'000 | 100'000 | 100'000 | 100'000 | 167'716 | 169'716 | 56.48% | 56.48% |