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 | 5.20% | 0.37 | 0.39 | 114'200 | 100'000 | 140'000 | 100'000 | 52'500 | 39'500 | 10.42% | 10.42% |
19.12.2019 | 5.08% | 0.38 | 0.40 | 140'000 | 100'000 | 136'195 | 100'000 | 52'196 | 40'348 | 100.00% | 100.00% |
18.12.2019 | 4.94% | 0.40 | 0.42 | 130'000 | 100'000 | 130'021 | 100'000 | 51'303 | 41'458 | 100.00% | 100.00% |
17.12.2019 | 4.74% | 0.41 | 0.43 | 130'000 | 100'000 | 126'865 | 100'000 | 52'252 | 43'207 | 100.00% | 100.00% |
16.12.2019 | 4.50% | 0.44 | 0.46 | 120'000 | 100'000 | 120'000 | 100'000 | 52'147 | 45'456 | 100.00% | 100.00% |
13.12.2019 | 4.84% | 0.42 | 0.44 | 120'000 | 100'000 | 128'955 | 100'000 | 51'975 | 42'322 | 100.00% | 100.00% |
12.12.2019 | 5.06% | 0.40 | 0.42 | 130'000 | 100'000 | 135'771 | 100'000 | 52'252 | 40'512 | 100.00% | 100.00% |
11.12.2019 | 5.50% | 0.36 | 0.38 | 140'000 | 100'000 | 145'907 | 100'000 | 51'594 | 37'379 | 100.00% | 100.00% |
10.12.2019 | 6.08% | 0.34 | 0.36 | 150'000 | 100'000 | 162'282 | 100'000 | 51'734 | 33'933 | 100.00% | 100.00% |