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 | 2.87% | 0.37 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 73'622 | 75'765 | 100.00% | 100.00% |
19.12.2019 | 3.01% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 70'071 | 72'215 | 99.91% | 99.91% |
18.12.2019 | 2.95% | 0.37 | 0.38 | 200'000 | 200'000 | 199'557 | 199'916 | 71'185 | 73'447 | 99.91% | 99.91% |
17.12.2019 | 2.98% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 69'987 | 72'104 | 99.94% | 99.94% |
16.12.2019 | 3.13% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 66'752 | 68'872 | 99.91% | 99.91% |
13.12.2019 | 3.28% | 0.32 | 0.33 | 200'000 | 200'000 | 199'706 | 200'000 | 62'109 | 64'273 | 99.49% | 99.49% |
12.12.2019 | 3.88% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 53'272 | 55'378 | 98.48% | 98.48% |
11.12.2019 | 4.17% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 49'803 | 51'925 | 97.28% | 97.28% |
10.12.2019 | 4.43% | 0.24 | 0.25 | 200'000 | 200'000 | 200'000 | 200'000 | 45'979 | 48'057 | 97.83% | 97.83% |