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 | 7.89% | 0.38 | 0.41 | 260'000 | 260'000 | 260'000 | 260'000 | 95'026 | 102'826 | 87.05% | 87.05% |
19.12.2019 | 7.86% | 0.32 | 0.35 | 320'000 | 320'000 | 320'000 | 320'000 | 98'078 | 106'013 | 89.38% | 89.38% |
18.12.2019 | 5.85% | 0.35 | 0.37 | 320'000 | 320'000 | 320'000 | 320'000 | 106'286 | 112'686 | 87.63% | 87.63% |
17.12.2019 | 6.30% | 0.32 | 0.34 | 330'000 | 330'000 | 329'987 | 329'997 | 92'616 | 98'633 | 88.08% | 88.08% |
16.12.2019 | 2.89% | 0.36 | 0.37 | 400'000 | 400'000 | 400'000 | 400'000 | 136'698 | 140'698 | 96.78% | 96.78% |
13.12.2019 | 2.79% | 0.28 | 0.29 | 430'000 | 430'000 | 430'000 | 429'965 | 153'692 | 157'979 | 96.57% | 96.57% |
12.12.2019 | 4.98% | 0.29 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 102'251 | 107'251 | 98.39% | 98.39% |
11.12.2019 | 5.39% | 0.16 | 0.17 | 500'000 | 500'000 | 500'000 | 500'000 | 90'509 | 95'509 | 98.51% | 98.51% |
10.12.2019 | 5.63% | 0.19 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 87'672 | 92'672 | 96.71% | 96.71% |