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 | 1.73% | 0.57 | 0.58 | 40'000 | 40'000 | 40'000 | 40'000 | 22'873 | 23'273 | 100.00% | 100.00% |
19.12.2019 | 1.83% | 0.54 | 0.55 | 40'000 | 40'000 | 40'000 | 40'000 | 21'631 | 22'031 | 100.00% | 100.00% |
18.12.2019 | 1.85% | 0.54 | 0.55 | 50'000 | 50'000 | 50'000 | 50'000 | 26'829 | 27'330 | 99.31% | 99.31% |
17.12.2019 | 1.96% | 0.50 | 0.51 | 50'000 | 50'000 | 50'000 | 50'000 | 25'262 | 25'762 | 98.77% | 98.77% |
16.12.2019 | 1.99% | 0.51 | 0.52 | 50'000 | 50'000 | 50'000 | 50'000 | 24'908 | 25'408 | 97.96% | 97.96% |
13.12.2019 | 2.10% | 0.45 | 0.46 | 50'000 | 50'000 | 50'000 | 50'000 | 23'613 | 24'113 | 97.71% | 97.71% |
12.12.2019 | 2.47% | 0.42 | 0.43 | 50'000 | 50'000 | 49'999 | 50'000 | 19'991 | 20'492 | 97.40% | 97.40% |
11.12.2019 | 2.60% | 0.38 | 0.39 | 50'000 | 50'000 | 50'000 | 50'000 | 18'968 | 19'468 | 98.68% | 98.68% |
10.12.2019 | 2.78% | 0.37 | 0.38 | 50'000 | 50'000 | 50'000 | 50'000 | 17'767 | 18'267 | 98.08% | 98.08% |