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 | 1.56% | 0.69 | 0.70 | 110'000 | 110'000 | 110'000 | 110'000 | 69'942 | 71'042 | 100.00% | 100.00% |
19.12.2019 | 1.72% | 0.59 | 0.60 | 110'000 | 110'000 | 110'000 | 110'000 | 63'453 | 64'553 | 100.00% | 100.00% |
18.12.2019 | 1.58% | 0.61 | 0.62 | 110'000 | 110'000 | 110'000 | 110'000 | 69'089 | 70'189 | 99.83% | 99.83% |
17.12.2019 | 1.68% | 0.66 | 0.67 | 110'000 | 110'000 | 110'000 | 110'000 | 64'924 | 66'025 | 100.00% | 100.00% |
16.12.2019 | 2.09% | 0.54 | 0.55 | 110'000 | 110'000 | 110'000 | 110'000 | 52'354 | 53'454 | 99.95% | 99.95% |
13.12.2019 | 2.58% | 0.36 | 0.37 | 130'000 | 130'000 | 130'000 | 130'000 | 49'962 | 51'262 | 95.14% | 95.14% |
12.12.2019 | 3.47% | 0.29 | 0.30 | 130'000 | 130'000 | 130'000 | 129'999 | 37'061 | 38'361 | 100.00% | 100.00% |
11.12.2019 | 3.80% | 0.28 | 0.29 | 130'000 | 130'000 | 130'000 | 130'000 | 33'560 | 34'860 | 100.00% | 100.00% |
10.12.2019 | 4.00% | 0.27 | 0.28 | 120'000 | 120'000 | 120'000 | 120'000 | 29'641 | 30'841 | 100.00% | 100.00% |