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 | 0.52% | 2.01 | 2.02 | 300'000 | 100'000 | 300'000 | 100'000 | 575'335 | 192'778 | 98.17% | 98.17% |
19.12.2019 | 0.55% | 1.81 | 1.82 | 300'000 | 100'000 | 300'000 | 100'000 | 540'830 | 181'277 | 99.59% | 99.59% |
18.12.2019 | 0.53% | 1.86 | 1.87 | 300'000 | 100'000 | 300'000 | 100'000 | 569'822 | 190'941 | 99.88% | 99.88% |
17.12.2019 | 0.52% | 1.89 | 1.90 | 300'000 | 100'000 | 300'000 | 100'000 | 579'457 | 194'152 | 99.84% | 99.84% |
16.12.2019 | 0.50% | 2.05 | 2.06 | 300'000 | 100'000 | 300'000 | 100'000 | 593'329 | 198'776 | 99.86% | 99.86% |
13.12.2019 | 0.52% | 1.83 | 1.84 | 300'000 | 100'000 | 300'000 | 100'000 | 573'737 | 192'246 | 95.05% | 95.05% |
12.12.2019 | 0.62% | 1.73 | 1.74 | 300'000 | 100'000 | 300'000 | 100'000 | 483'796 | 162'265 | 98.47% | 98.47% |
11.12.2019 | 0.66% | 1.59 | 1.60 | 300'000 | 100'000 | 300'000 | 100'000 | 454'529 | 152'510 | 99.39% | 99.39% |
10.12.2019 | 0.74% | 1.47 | 1.48 | 300'000 | 100'000 | 399'374 | 133'125 | 538'221 | 180'738 | 97.52% | 97.52% |