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 | 3.41% | 0.66 | 0.69 | 80'000 | 50'000 | 80'000 | 50'000 | 52'587 | 34'006 | 100.00% | 100.00% |
19.12.2019 | 3.37% | 0.62 | 0.65 | 90'000 | 50'000 | 88'841 | 50'000 | 55'091 | 32'073 | 100.00% | 100.00% |
18.12.2019 | 3.96% | 0.62 | 0.65 | 90'000 | 50'000 | 89'995 | 50'000 | 53'755 | 31'070 | 100.00% | 100.00% |
17.12.2019 | 4.14% | 0.61 | 0.63 | 90'000 | 50'000 | 90'000 | 50'000 | 52'601 | 30'458 | 100.00% | 100.00% |
16.12.2019 | 3.64% | 0.59 | 0.62 | 90'000 | 50'000 | 88'275 | 50'000 | 54'206 | 31'869 | 100.00% | 100.00% |
13.12.2019 | 3.85% | 0.58 | 0.60 | 90'000 | 50'000 | 90'000 | 50'000 | 52'634 | 30'391 | 100.00% | 100.00% |
12.12.2019 | 4.56% | 0.51 | 0.53 | 100'000 | 50'000 | 106'147 | 50'000 | 51'870 | 25'605 | 98.82% | 98.82% |
11.12.2019 | 4.79% | 0.49 | 0.52 | 110'000 | 50'000 | 110'019 | 50'000 | 51'957 | 24'771 | 100.00% | 100.00% |
10.12.2019 | 4.82% | 0.48 | 0.50 | 110'000 | 50'000 | 108'895 | 50'000 | 52'522 | 25'316 | 100.00% | 100.00% |