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 | 5.21% | 0.50 | 0.52 | 100'000 | 50'000 | 107'999 | 50'000 | 53'111 | 25'912 | 100.00% | 100.00% |
19.12.2019 | 5.54% | 0.45 | 0.47 | 120'000 | 50'000 | 117'986 | 50'000 | 53'078 | 23'789 | 100.00% | 100.00% |
18.12.2019 | 5.25% | 0.46 | 0.49 | 110'000 | 50'000 | 110'861 | 50'000 | 51'953 | 24'703 | 93.25% | 93.25% |
17.12.2019 | 5.75% | 0.45 | 0.48 | 120'000 | 50'000 | 115'740 | 50'000 | 52'270 | 23'938 | 96.60% | 96.60% |
16.12.2019 | 5.79% | 0.43 | 0.46 | 120'000 | 50'000 | 119'932 | 50'000 | 52'164 | 23'045 | 98.79% | 98.79% |
13.12.2019 | 6.05% | 0.43 | 0.45 | 120'000 | 50'000 | 123'354 | 50'000 | 51'599 | 22'236 | 98.60% | 98.60% |
12.12.2019 | 8.61% | 0.33 | 0.36 | 160'000 | 50'000 | 174'085 | 50'000 | 51'705 | 16'215 | 88.37% | 88.37% |
11.12.2019 | 9.50% | 0.28 | 0.31 | 180'000 | 50'000 | 196'021 | 50'000 | 51'354 | 14'424 | 100.00% | 100.00% |
10.12.2019 | 10.53% | 0.25 | 0.28 | 200'000 | 50'000 | 214'170 | 50'000 | 50'448 | 13'126 | 100.00% | 100.00% |