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 | 7.79% | 0.13 | 0.14 | 390'000 | 100'000 | 380'538 | 100'000 | 50'546 | 14'393 | 100.00% | 100.00% |
19.12.2019 | 7.10% | 0.15 | 0.16 | 340'000 | 100'000 | 343'622 | 100'000 | 50'830 | 15'910 | 100.00% | 100.00% |
18.12.2019 | 7.17% | 0.15 | 0.16 | 340'000 | 100'000 | 353'541 | 100'000 | 50'694 | 15'446 | 100.00% | 100.00% |
17.12.2019 | 6.38% | 0.16 | 0.17 | 320'000 | 100'000 | 322'915 | 100'000 | 51'094 | 16'896 | 100.00% | 100.00% |
16.12.2019 | 7.11% | 0.16 | 0.17 | 320'000 | 100'000 | 312'326 | 100'000 | 51'110 | 17'591 | 100.00% | 100.00% |
13.12.2019 | 6.11% | 0.20 | 0.21 | 250'000 | 100'000 | 275'852 | 100'000 | 50'588 | 19'536 | 90.81% | 90.81% |
12.12.2019 | 4.39% | 0.22 | 0.23 | 230'000 | 100'000 | 217'169 | 100'000 | 50'393 | 24'327 | 99.43% | 99.43% |
11.12.2019 | 4.09% | 0.25 | 0.26 | 200'000 | 100'000 | 203'855 | 100'000 | 50'591 | 25'869 | 100.00% | 100.00% |
10.12.2019 | 4.38% | 0.26 | 0.27 | 200'000 | 100'000 | 193'777 | 100'000 | 51'073 | 27'572 | 96.36% | 96.36% |