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 | 2.56% | 0.78 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 76'991 | 78'991 | 39.15% | 39.15% |
19.12.2019 | 2.68% | 0.75 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 73'506 | 75'506 | 60.41% | 60.41% |
18.12.2019 | 2.69% | 0.73 | 0.75 | 100'000 | 100'000 | 100'000 | 100'000 | 73'416 | 75'416 | 90.09% | 90.09% |
17.12.2019 | 2.71% | 0.71 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 72'814 | 74'814 | 64.77% | 64.77% |
16.12.2019 | 2.68% | 0.75 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 73'583 | 75'583 | 96.08% | 96.08% |
13.12.2019 | 2.74% | 0.70 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 71'970 | 73'970 | 68.91% | 68.91% |
12.12.2019 | 2.81% | 0.73 | 0.75 | 100'000 | 100'000 | 100'000 | 100'000 | 70'321 | 72'321 | 76.45% | 76.45% |
11.12.2019 | 2.84% | 0.71 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 69'537 | 71'537 | 62.35% | 62.35% |
10.12.2019 | 2.94% | 0.71 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 67'168 | 69'168 | 74.73% | 74.73% |