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 | 1.65% | 1.41 | 1.43 | 300'000 | 300'000 | 300'000 | 300'000 | 420'997 | 427'993 | 94.45% | 94.45% |
19.12.2019 | 1.73% | 1.33 | 1.36 | 300'000 | 300'000 | 300'000 | 300'000 | 392'217 | 399'073 | 100.00% | 100.00% |
18.12.2019 | 1.75% | 1.29 | 1.31 | 300'000 | 300'000 | 300'000 | 300'000 | 390'296 | 397'187 | 99.68% | 99.68% |
17.12.2019 | 1.86% | 1.27 | 1.29 | 300'000 | 300'000 | 300'000 | 300'000 | 378'313 | 385'404 | 100.00% | 100.00% |
16.12.2019 | 1.73% | 1.29 | 1.32 | 300'000 | 300'000 | 300'000 | 300'000 | 382'295 | 388'962 | 92.48% | 92.48% |
13.12.2019 | 1.79% | 1.22 | 1.24 | 300'000 | 300'000 | 300'000 | 300'000 | 372'967 | 379'705 | 89.34% | 89.34% |
12.12.2019 | 1.74% | 1.26 | 1.28 | 300'000 | 300'000 | 300'000 | 300'000 | 370'184 | 376'692 | 82.72% | 82.72% |
11.12.2019 | 1.79% | 1.26 | 1.28 | 300'000 | 300'000 | 300'000 | 300'000 | 372'441 | 379'151 | 39.45% | 39.45% |
10.12.2019 | 1.75% | 1.24 | 1.26 | 300'000 | 300'000 | 300'000 | 300'000 | 368'121 | 374'604 | 42.17% | 42.17% |