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 | - | - |
12.12.2019 | 4.08% | 0.12 | 0.27 | 50'000 | 300'000 | 300'000 | 299'990 | 72'789 | 75'786 | 24.71% | 99.39% |
11.12.2019 | 3.60% | 0.24 | 0.25 | 50'000 | 50'000 | 292'172 | 292'173 | 80'867 | 83'789 | 100.00% | 100.00% |
10.12.2019 | 2.34% | 0.33 | 0.34 | 300'000 | 300'000 | 299'994 | 299'986 | 129'023 | 132'019 | 99.84% | 99.84% |
09.12.2019 | 4.04% | 0.28 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 72'864 | 75'864 | 99.99% | 99.99% |
06.12.2019 | 3.43% | 0.23 | 0.24 | 50'000 | 50'000 | 292'187 | 292'179 | 86'012 | 88'931 | 99.99% | 99.99% |
05.12.2019 | 3.71% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 80'493 | 83'493 | 100.00% | 100.00% |
04.12.2019 | 3.54% | 0.26 | 0.27 | 300'000 | 300'000 | 300'000 | 299'986 | 84'176 | 87'171 | 99.98% | 99.98% |
03.12.2019 | 2.50% | 0.42 | 0.43 | 300'000 | 300'000 | 300'000 | 299'987 | 119'452 | 122'447 | 100.00% | 100.00% |
02.12.2019 | 8.49% | 0.46 | 0.47 | 300'000 | 300'000 | 299'998 | 300'000 | 54'819 | 57'839 | 96.61% | 96.61% |