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 | 5.75% | 0.42 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 120'847 | 128'013 | 31.76% | 31.76% |
19.12.2019 | 7.24% | 0.34 | 0.37 | 300'000 | 300'000 | 299'995 | 300'000 | 92'512 | 99'447 | 39.67% | 39.67% |
18.12.2019 | 7.29% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 90'494 | 97'330 | 32.50% | 32.50% |
17.12.2019 | 8.71% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 78'110 | 85'209 | 74.17% | 74.17% |
16.12.2019 | 7.75% | 0.29 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 82'214 | 88'833 | 72.94% | 72.94% |
13.12.2019 | 8.58% | 0.22 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 73'421 | 79'988 | 81.55% | 81.55% |
12.12.2019 | 8.73% | 0.26 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 72'303 | 78'888 | 93.16% | 93.16% |
11.12.2019 | 8.41% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 74'157 | 80'636 | 98.80% | 98.80% |
10.12.2019 | 8.92% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 71'361 | 78'006 | 95.31% | 95.31% |