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 | 3.32% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 106'879 | 36'826 | 100.00% | 100.00% |
19.12.2019 | 3.17% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 104'732 | 36'036 | 99.75% | 99.75% |
18.12.2019 | 2.76% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 107'249 | 36'750 | 99.98% | 99.98% |
17.12.2019 | 2.69% | 0.37 | 0.38 | 300'000 | 100'000 | 300'000 | 100'000 | 109'999 | 37'666 | 100.00% | 100.00% |
16.12.2019 | 2.63% | 0.38 | 0.39 | 300'000 | 100'000 | 300'000 | 100'000 | 112'630 | 38'543 | 100.00% | 100.00% |
13.12.2019 | 2.76% | 0.37 | 0.38 | 300'000 | 100'000 | 300'000 | 100'000 | 107'249 | 36'750 | 99.98% | 99.98% |
12.12.2019 | 2.60% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 113'956 | 38'985 | 99.49% | 99.49% |
11.12.2019 | 2.84% | 0.35 | 0.36 | 300'000 | 100'000 | 300'000 | 100'000 | 104'300 | 35'767 | 99.90% | 99.90% |
10.12.2019 | 3.09% | 0.33 | 0.34 | 300'000 | 100'000 | 300'000 | 100'000 | 95'852 | 32'951 | 100.00% | 100.00% |