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 | 3.76% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 53'765 | 55'822 | 100.00% | 100.00% |
19.12.2019 | 4.20% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 50'122 | 52'273 | 99.91% | 99.91% |
18.12.2019 | 4.05% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 51'417 | 53'538 | 99.91% | 99.91% |
17.12.2019 | 4.06% | 0.26 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 50'101 | 52'176 | 99.94% | 99.94% |
16.12.2019 | 4.30% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 46'867 | 48'923 | 99.91% | 99.91% |
13.12.2019 | 4.89% | 0.22 | 0.23 | 200'000 | 200'000 | 200'000 | 200'000 | 42'457 | 44'582 | 99.49% | 99.49% |
12.12.2019 | 6.02% | 0.19 | 0.20 | 200'000 | 200'000 | 200'000 | 200'000 | 33'866 | 35'963 | 98.48% | 98.48% |
11.12.2019 | 6.68% | 0.16 | 0.17 | 200'000 | 200'000 | 200'000 | 200'000 | 30'631 | 32'747 | 97.28% | 97.28% |
10.12.2019 | 7.45% | 0.15 | 0.16 | 200'000 | 200'000 | 200'000 | 200'000 | 27'100 | 29'185 | 97.83% | 97.83% |