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 | 1.23% | 1.22 | 1.23 | 450'000 | 150'000 | 450'000 | 150'000 | 543'419 | 183'390 | 98.35% | 98.35% |
19.12.2019 | 1.33% | 1.12 | 1.13 | 450'000 | 150'000 | 450'000 | 150'000 | 505'154 | 170'635 | 99.38% | 99.38% |
18.12.2019 | 1.29% | 1.14 | 1.16 | 450'000 | 150'000 | 450'000 | 150'000 | 518'827 | 175'192 | 99.88% | 99.88% |
17.12.2019 | 1.33% | 1.13 | 1.14 | 450'000 | 150'000 | 450'000 | 150'000 | 503'768 | 170'173 | 99.71% | 99.71% |
16.12.2019 | 1.37% | 1.09 | 1.10 | 450'000 | 150'000 | 450'000 | 150'000 | 488'932 | 165'227 | 99.78% | 99.78% |
13.12.2019 | 1.41% | 1.07 | 1.09 | 450'000 | 150'000 | 450'000 | 150'000 | 475'098 | 160'616 | 97.88% | 97.88% |
12.12.2019 | 1.80% | 0.91 | 0.93 | 450'000 | 150'000 | 450'000 | 150'000 | 371'693 | 126'148 | 98.21% | 98.21% |
11.12.2019 | 1.99% | 0.78 | 0.80 | 450'000 | 150'000 | 450'000 | 150'000 | 335'262 | 114'004 | 99.17% | 99.17% |
10.12.2019 | 2.15% | 0.72 | 0.74 | 450'000 | 150'000 | 450'000 | 150'000 | 310'897 | 105'882 | 99.20% | 99.20% |