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 | 1.27% | 1.58 | 1.60 | 100'000 | 100'000 | 100'000 | 100'000 | 156'775 | 158'775 | 30.45% | 30.45% |
19.12.2019 | 1.29% | 1.55 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 153'551 | 155'551 | 55.40% | 55.40% |
18.12.2019 | 1.30% | 1.53 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 153'405 | 155'405 | 86.66% | 86.66% |
17.12.2019 | 1.30% | 1.51 | 1.53 | 100'000 | 100'000 | 100'000 | 100'000 | 152'916 | 154'916 | 65.69% | 65.69% |
16.12.2019 | 1.29% | 1.55 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 153'572 | 155'572 | 94.01% | 94.01% |
13.12.2019 | 1.31% | 1.50 | 1.52 | 100'000 | 100'000 | 100'000 | 100'000 | 151'836 | 153'836 | 48.91% | 48.91% |
12.12.2019 | 1.32% | 1.53 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 150'325 | 152'325 | 77.16% | 77.16% |
11.12.2019 | 1.33% | 1.51 | 1.53 | 100'000 | 100'000 | 100'000 | 100'000 | 149'267 | 151'267 | 73.34% | 73.34% |
10.12.2019 | 1.35% | 1.51 | 1.53 | 100'000 | 100'000 | 100'000 | 100'000 | 147'662 | 149'662 | 58.01% | 58.01% |