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 | 4.17% | 0.48 | 0.50 | 110'000 | 100'000 | 110'312 | 100'000 | 51'786 | 48'950 | 49.02% | 49.02% |
19.12.2019 | 4.50% | 0.45 | 0.47 | 120'000 | 100'000 | 120'084 | 100'000 | 52'227 | 45'494 | 58.41% | 58.41% |
18.12.2019 | 4.50% | 0.43 | 0.45 | 120'000 | 100'000 | 120'464 | 100'000 | 52'287 | 45'429 | 87.78% | 87.78% |
17.12.2019 | 4.56% | 0.41 | 0.43 | 130'000 | 100'000 | 120'047 | 100'000 | 51'520 | 44'921 | 68.37% | 68.37% |
16.12.2019 | 4.49% | 0.45 | 0.47 | 120'000 | 100'000 | 120'000 | 100'000 | 52'303 | 45'586 | 94.15% | 94.15% |
13.12.2019 | 4.65% | 0.41 | 0.43 | 130'000 | 100'000 | 124'042 | 100'000 | 52'078 | 44'035 | 78.73% | 78.73% |
12.12.2019 | 4.84% | 0.43 | 0.45 | 120'000 | 100'000 | 128'313 | 100'000 | 51'775 | 42'394 | 89.82% | 89.82% |
11.12.2019 | 4.92% | 0.41 | 0.43 | 130'000 | 100'000 | 129'917 | 100'000 | 51'476 | 41'648 | 97.70% | 97.70% |
10.12.2019 | 5.26% | 0.41 | 0.43 | 130'000 | 100'000 | 139'838 | 100'000 | 51'755 | 39'132 | 90.50% | 90.50% |