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 | 8.04% | 0.20 | 0.21 | 50'000 | 50'000 | 50'000 | 50'000 | 8'964 | 9'714 | 100.00% | 100.00% |
19.12.2019 | 9.75% | 0.16 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 7'339 | 8'089 | 100.00% | 100.00% |
18.12.2019 | 9.79% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 7'330 | 8'080 | 99.94% | 99.94% |
17.12.2019 | 10.04% | 0.13 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 7'145 | 7'895 | 100.00% | 100.00% |
16.12.2019 | 9.40% | 0.17 | 0.18 | 50'000 | 50'000 | 50'000 | 50'000 | 7'614 | 8'364 | 100.00% | 100.00% |
13.12.2019 | 10.78% | 0.12 | 0.14 | 50'000 | 50'000 | 50'000 | 50'000 | 6'667 | 7'417 | 100.00% | 100.00% |
12.12.2019 | 13.43% | 0.14 | 0.16 | 50'000 | 50'000 | 49'999 | 50'000 | 5'315 | 6'065 | 95.95% | 95.95% |
11.12.2019 | 14.07% | 0.11 | 0.13 | 50'000 | 50'000 | 50'000 | 50'000 | 4'981 | 5'731 | 95.32% | 95.32% |
10.12.2019 | 12.59% | 0.11 | 0.13 | 60'000 | 60'000 | 60'000 | 60'000 | 5'189 | 5'888 | 96.62% | 96.62% |