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 | 2.42% | 0.85 | 0.87 | 210'000 | 210'000 | 210'000 | 210'000 | 171'443 | 175'643 | 87.19% | 87.19% |
19.12.2019 | 2.67% | 0.75 | 0.77 | 210'000 | 210'000 | 210'000 | 210'000 | 155'192 | 159'392 | 95.67% | 95.67% |
18.12.2019 | 2.38% | 0.79 | 0.81 | 210'000 | 210'000 | 210'000 | 210'000 | 174'539 | 178'739 | 98.30% | 98.30% |
17.12.2019 | 2.08% | 0.84 | 0.86 | 210'000 | 210'000 | 210'000 | 210'000 | 183'250 | 187'096 | 99.77% | 99.77% |
16.12.2019 | 1.08% | 0.99 | 1.00 | 220'000 | 220'000 | 220'000 | 220'000 | 201'983 | 204'183 | 100.00% | 100.00% |
13.12.2019 | 1.17% | 0.77 | 0.78 | 240'000 | 240'000 | 240'000 | 240'000 | 204'922 | 207'322 | 94.69% | 94.69% |
12.12.2019 | 1.70% | 0.69 | 0.70 | 260'000 | 260'000 | 260'000 | 260'000 | 152'898 | 155'498 | 98.17% | 98.17% |
11.12.2019 | 1.97% | 0.57 | 0.58 | 270'000 | 270'000 | 270'000 | 270'000 | 136'267 | 138'967 | 98.85% | 98.85% |
10.12.2019 | 2.63% | 0.46 | 0.47 | 270'000 | 270'000 | 270'000 | 270'000 | 102'971 | 105'671 | 97.34% | 97.34% |