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 | - | - |
05.12.2019 | 4.12% | 0.76 | 0.79 | 100'000 | 100'000 | 100'000 | 100'000 | 71'392 | 74'392 | 100.00% | 100.00% |
04.12.2019 | 3.67% | 0.79 | 0.82 | 100'000 | 100'000 | 100'000 | 100'000 | 80'364 | 83'364 | 100.00% | 100.00% |
03.12.2019 | 3.50% | 0.88 | 0.91 | 100'000 | 100'000 | 100'000 | 100'000 | 80'746 | 83'616 | 100.00% | 100.00% |
02.12.2019 | 4.59% | 0.77 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 64'422 | 67'422 | 100.00% | 100.00% |
29.11.2019 | 4.86% | 0.61 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 60'287 | 63'287 | 90.69% | 90.69% |
28.11.2019 | 5.00% | 0.59 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 58'529 | 61'529 | 100.00% | 100.00% |
27.11.2019 | 4.94% | 0.59 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 59'266 | 62'266 | 100.00% | 100.00% |
26.11.2019 | 4.78% | 0.59 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 61'229 | 64'229 | 100.00% | 100.00% |
25.11.2019 | 4.34% | 0.65 | 0.68 | 100'000 | 100'000 | 100'000 | 100'000 | 67'715 | 70'715 | 100.00% | 100.00% |