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 | 2.27% | 0.47 | 0.48 | 200'000 | 200'000 | 199'537 | 200'000 | 93'207 | 95'565 | 100.00% | 100.00% |
19.12.2019 | 2.35% | 0.45 | 0.46 | 200'000 | 200'000 | 199'987 | 200'000 | 89'918 | 92'062 | 99.91% | 99.91% |
18.12.2019 | 2.30% | 0.47 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 91'298 | 93'424 | 99.91% | 99.91% |
17.12.2019 | 2.33% | 0.46 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 89'976 | 92'101 | 99.94% | 99.94% |
16.12.2019 | 2.35% | 0.44 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 86'630 | 88'688 | 99.91% | 99.91% |
13.12.2019 | 2.56% | 0.42 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 82'116 | 84'245 | 99.49% | 99.49% |
12.12.2019 | 2.83% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 73'116 | 75'212 | 98.48% | 98.48% |
11.12.2019 | 3.02% | 0.35 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 69'564 | 71'695 | 97.28% | 97.28% |
10.12.2019 | 3.14% | 0.34 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 65'612 | 67'701 | 97.83% | 97.83% |