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 | - | - |
12.12.2019 | 16.25% | 0.16 | 0.22 | 200'000 | 200'000 | 200'000 | 200'000 | 75'006 | 87'006 | 100.00% | 100.00% |
11.12.2019 | 11.67% | 0.45 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 96'996 | 108'996 | 99.50% | 99.50% |
10.12.2019 | 11.09% | 0.44 | 0.50 | 200'000 | 200'000 | 200'000 | 200'000 | 102'783 | 114'783 | 99.32% | 99.32% |
09.12.2019 | 12.00% | 0.45 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 94'076 | 106'076 | 99.43% | 99.43% |
06.12.2019 | 12.41% | 0.38 | 0.44 | 200'000 | 200'000 | 200'000 | 200'000 | 92'083 | 104'083 | 99.01% | 99.01% |
05.12.2019 | 11.06% | 0.57 | 0.63 | 200'000 | 200'000 | 200'000 | 200'000 | 102'926 | 114'926 | 97.24% | 97.24% |
04.12.2019 | 9.12% | 0.56 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 126'717 | 138'717 | 100.00% | 100.00% |
03.12.2019 | 8.10% | 0.81 | 0.87 | 200'000 | 200'000 | 200'000 | 200'000 | 144'652 | 156'652 | 99.41% | 99.41% |
02.12.2019 | 13.13% | 0.77 | 0.83 | 200'000 | 200'000 | 200'000 | 200'000 | 89'331 | 101'331 | 100.00% | 100.00% |