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 | 2.38% | 0.43 | 0.44 | 150'000 | 150'000 | 150'000 | 150'000 | 62'386 | 63'886 | 100.00% | 100.00% |
19.12.2019 | 2.85% | 0.38 | 0.39 | 150'000 | 150'000 | 157'032 | 157'032 | 54'328 | 55'898 | 100.00% | 100.00% |
18.12.2019 | 2.32% | 0.44 | 0.45 | 150'000 | 150'000 | 149'999 | 150'000 | 64'067 | 65'567 | 100.00% | 100.00% |
17.12.2019 | 2.50% | 0.41 | 0.42 | 150'000 | 150'000 | 149'873 | 149'999 | 59'143 | 60'691 | 96.81% | 97.88% |
16.12.2019 | 2.74% | 0.36 | 0.37 | 150'000 | 150'000 | 150'282 | 150'416 | 54'044 | 55'595 | 99.82% | 99.95% |
13.12.2019 | 3.02% | 0.30 | 0.31 | 200'000 | 200'000 | 165'482 | 165'650 | 53'865 | 55'585 | 99.76% | 99.80% |
12.12.2019 | 3.60% | 0.33 | 0.34 | 175'000 | 175'000 | 195'076 | 195'076 | 53'416 | 55'367 | 99.94% | 99.94% |
11.12.2019 | 3.88% | 0.26 | 0.27 | 200'000 | 200'000 | 204'762 | 204'762 | 51'755 | 53'803 | 97.71% | 97.71% |
10.12.2019 | 3.68% | 0.26 | 0.27 | 200'000 | 200'000 | 196'776 | 196'776 | 52'534 | 54'501 | 95.27% | 95.27% |