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 | 3.77% | 0.70 | 0.72 | 80'000 | 50'000 | 80'000 | 50'000 | 55'373 | 35'937 | 100.00% | 100.00% |
19.12.2019 | 3.87% | 0.65 | 0.67 | 80'000 | 50'000 | 80'000 | 50'000 | 52'009 | 33'789 | 100.00% | 100.00% |
18.12.2019 | 3.71% | 0.66 | 0.69 | 80'000 | 50'000 | 80'000 | 50'000 | 53'502 | 34'703 | 93.25% | 93.25% |
17.12.2019 | 4.02% | 0.65 | 0.68 | 80'000 | 50'000 | 80'233 | 50'000 | 52'306 | 33'938 | 96.61% | 96.61% |
16.12.2019 | 4.00% | 0.63 | 0.66 | 80'000 | 50'000 | 81'039 | 50'000 | 51'441 | 33'045 | 98.79% | 98.79% |
13.12.2019 | 4.13% | 0.63 | 0.65 | 80'000 | 50'000 | 87'351 | 50'000 | 54'003 | 32'236 | 98.60% | 98.60% |
12.12.2019 | 5.24% | 0.55 | 0.57 | 100'000 | 50'000 | 105'216 | 50'000 | 52'518 | 26'337 | 92.44% | 92.44% |
11.12.2019 | 5.59% | 0.48 | 0.51 | 110'000 | 50'000 | 112'689 | 50'000 | 51'910 | 24'371 | 100.00% | 100.00% |
10.12.2019 | 5.84% | 0.45 | 0.47 | 120'000 | 50'000 | 121'167 | 50'000 | 52'484 | 22'979 | 100.00% | 100.00% |