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 | 3.62% | 0.56 | 0.58 | 200'000 | 200'000 | 200'000 | 200'000 | 112'222 | 116'365 | 100.00% | 100.00% |
19.12.2019 | 3.69% | 0.54 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 108'706 | 112'791 | 99.91% | 99.91% |
18.12.2019 | 3.68% | 0.56 | 0.58 | 200'000 | 200'000 | 200'000 | 200'000 | 110'248 | 114'385 | 99.91% | 99.91% |
17.12.2019 | 3.72% | 0.55 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 108'976 | 113'101 | 99.94% | 99.94% |
16.12.2019 | 3.77% | 0.54 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 105'700 | 109'757 | 99.91% | 99.91% |
13.12.2019 | 4.00% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 101'113 | 105'243 | 99.49% | 99.49% |
12.12.2019 | 4.36% | 0.48 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 92'013 | 96'117 | 98.48% | 98.48% |
11.12.2019 | 4.49% | 0.45 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 88'496 | 92'565 | 97.28% | 97.28% |
10.12.2019 | 4.75% | 0.43 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 84'528 | 88'637 | 97.83% | 97.83% |