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 | 3.30% | 0.60 | 0.62 | 90'000 | 50'000 | 90'000 | 50'000 | 53'749 | 30'861 | 100.00% | 100.00% |
19.12.2019 | 3.33% | 0.60 | 0.62 | 90'000 | 50'000 | 90'000 | 50'000 | 53'198 | 30'554 | 100.00% | 100.00% |
18.12.2019 | 3.28% | 0.60 | 0.62 | 90'000 | 50'000 | 89'974 | 50'000 | 53'900 | 30'953 | 99.60% | 99.60% |
17.12.2019 | 3.23% | 0.61 | 0.63 | 90'000 | 50'000 | 90'000 | 50'000 | 54'837 | 31'465 | 100.00% | 100.00% |
16.12.2019 | 3.19% | 0.63 | 0.65 | 80'000 | 50'000 | 88'940 | 50'000 | 54'848 | 31'842 | 100.00% | 100.00% |
13.12.2019 | 3.28% | 0.61 | 0.63 | 90'000 | 50'000 | 90'000 | 50'000 | 53'938 | 30'966 | 100.00% | 100.00% |
12.12.2019 | 3.17% | 0.60 | 0.62 | 90'000 | 50'000 | 84'814 | 50'000 | 52'684 | 32'087 | 100.00% | 100.00% |
11.12.2019 | 3.35% | 0.59 | 0.61 | 90'000 | 50'000 | 90'000 | 50'000 | 52'815 | 30'342 | 100.00% | 100.00% |
10.12.2019 | 3.52% | 0.57 | 0.59 | 90'000 | 50'000 | 94'527 | 50'000 | 52'802 | 28'961 | 100.00% | 100.00% |