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 | 7.16% | 0.26 | 0.28 | 200'000 | 50'000 | 190'493 | 50'000 | 51'346 | 14'570 | 100.00% | 100.00% |
19.12.2019 | 6.14% | 0.33 | 0.35 | 160'000 | 50'000 | 163'961 | 50'000 | 51'791 | 16'805 | 100.00% | 100.00% |
18.12.2019 | 6.51% | 0.31 | 0.33 | 170'000 | 50'000 | 172'982 | 50'000 | 51'437 | 15'876 | 100.00% | 100.00% |
17.12.2019 | 6.79% | 0.29 | 0.31 | 180'000 | 50'000 | 179'757 | 50'000 | 51'193 | 15'251 | 100.00% | 100.00% |
16.12.2019 | 6.76% | 0.30 | 0.32 | 170'000 | 50'000 | 179'463 | 50'000 | 51'273 | 15'303 | 100.00% | 100.00% |
13.12.2019 | 7.41% | 0.26 | 0.28 | 200'000 | 50'000 | 199'314 | 50'000 | 51'826 | 14'003 | 100.00% | 100.00% |
12.12.2019 | 8.48% | 0.23 | 0.25 | 220'000 | 50'000 | 223'851 | 50'000 | 50'548 | 12'307 | 100.00% | 100.00% |
11.12.2019 | 8.91% | 0.21 | 0.23 | 240'000 | 50'000 | 235'274 | 50'000 | 50'464 | 11'736 | 100.00% | 100.00% |
10.12.2019 | 9.55% | 0.20 | 0.22 | 250'000 | 50'000 | 251'683 | 50'000 | 50'192 | 10'980 | 100.00% | 100.00% |