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 | 1.57% | 1.28 | 1.30 | 100'000 | 100'000 | 100'000 | 100'000 | 126'768 | 128'768 | 30.76% | 30.76% |
19.12.2019 | 1.61% | 1.25 | 1.27 | 100'000 | 100'000 | 100'000 | 100'000 | 123'540 | 125'540 | 56.57% | 56.57% |
18.12.2019 | 1.61% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 123'405 | 125'405 | 87.57% | 87.57% |
17.12.2019 | 1.61% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 122'892 | 124'892 | 67.58% | 67.58% |
16.12.2019 | 1.61% | 1.25 | 1.27 | 100'000 | 100'000 | 100'000 | 100'000 | 123'582 | 125'582 | 95.87% | 95.87% |
13.12.2019 | 1.63% | 1.20 | 1.22 | 100'000 | 100'000 | 100'000 | 100'000 | 121'885 | 123'885 | 54.33% | 54.33% |
12.12.2019 | 1.65% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 120'338 | 122'338 | 80.18% | 80.18% |
11.12.2019 | 1.66% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 119'275 | 121'275 | 75.57% | 75.57% |
10.12.2019 | 1.69% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 117'562 | 119'562 | 61.06% | 61.06% |