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 | 1.51% | 0.66 | 0.67 | 450'000 | 150'000 | 450'000 | 150'000 | 296'366 | 100'289 | 98.46% | 98.46% |
19.12.2019 | 1.60% | 0.62 | 0.63 | 450'000 | 150'000 | 450'000 | 150'000 | 280'122 | 94'874 | 99.32% | 99.32% |
18.12.2019 | 1.58% | 0.64 | 0.65 | 450'000 | 150'000 | 450'000 | 150'000 | 282'346 | 95'616 | 99.93% | 99.93% |
17.12.2019 | 1.62% | 0.62 | 0.63 | 450'000 | 150'000 | 450'000 | 150'000 | 276'221 | 93'574 | 99.77% | 99.77% |
16.12.2019 | 1.71% | 0.60 | 0.61 | 450'000 | 150'000 | 450'000 | 150'000 | 261'633 | 88'711 | 99.81% | 99.81% |
13.12.2019 | 1.85% | 0.55 | 0.56 | 450'000 | 150'000 | 450'000 | 150'000 | 241'626 | 82'042 | 97.52% | 97.52% |
12.12.2019 | 2.20% | 0.48 | 0.49 | 450'000 | 150'000 | 450'000 | 150'000 | 202'271 | 68'924 | 98.37% | 98.37% |
11.12.2019 | 2.38% | 0.43 | 0.44 | 450'000 | 150'000 | 450'000 | 150'000 | 187'266 | 63'922 | 99.23% | 99.23% |
10.12.2019 | 2.60% | 0.40 | 0.41 | 450'000 | 150'000 | 450'000 | 150'000 | 171'243 | 58'581 | 99.08% | 99.08% |