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 | - | - |
19.12.2019 | 6.99% | 0.21 | 0.22 | 240'000 | 100'000 | 246'815 | 100'000 | 50'127 | 21'789 | 0.72% | 0.72% |
18.12.2019 | 5.35% | 0.20 | 0.21 | 250'000 | 100'000 | 259'962 | 100'000 | 50'589 | 20'604 | 100.00% | 100.00% |
17.12.2019 | 5.37% | 0.22 | 0.23 | 230'000 | 100'000 | 250'415 | 100'000 | 50'498 | 21'354 | 100.00% | 100.00% |
16.12.2019 | 5.45% | 0.19 | 0.20 | 270'000 | 100'000 | 259'589 | 100'000 | 50'690 | 20'649 | 100.00% | 100.00% |
13.12.2019 | 5.06% | 0.23 | 0.24 | 220'000 | 100'000 | 237'756 | 100'000 | 50'413 | 22'409 | 100.00% | 100.00% |
12.12.2019 | 4.46% | 0.21 | 0.22 | 240'000 | 100'000 | 219'195 | 100'000 | 50'405 | 24'147 | 100.00% | 100.00% |
11.12.2019 | 4.23% | 0.23 | 0.24 | 220'000 | 100'000 | 209'059 | 100'000 | 50'294 | 25'149 | 100.00% | 100.00% |
10.12.2019 | 4.14% | 0.23 | 0.24 | 220'000 | 100'000 | 191'045 | 100'000 | 50'997 | 28'015 | 100.00% | 100.00% |
09.12.2019 | 4.60% | 0.24 | 0.25 | 210'000 | 100'000 | 228'327 | 100'000 | 50'494 | 23'210 | 100.00% | 100.00% |