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 | 2.29% | 0.61 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 181'579 | 61'926 | 100.00% | 100.00% |
19.12.2019 | 2.32% | 0.61 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 179'320 | 61'174 | 99.75% | 99.75% |
18.12.2019 | 2.29% | 0.61 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 181'649 | 61'950 | 99.98% | 99.98% |
17.12.2019 | 2.25% | 0.62 | 0.63 | 300'000 | 100'000 | 300'000 | 100'000 | 184'465 | 62'888 | 100.00% | 100.00% |
16.12.2019 | 2.22% | 0.63 | 0.65 | 300'000 | 100'000 | 300'000 | 100'000 | 187'030 | 63'743 | 100.00% | 100.00% |
13.12.2019 | 2.29% | 0.62 | 0.63 | 300'000 | 100'000 | 300'000 | 100'000 | 181'517 | 61'906 | 99.94% | 99.94% |
12.12.2019 | 2.21% | 0.61 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 188'259 | 64'153 | 99.55% | 99.55% |
11.12.2019 | 2.33% | 0.60 | 0.61 | 300'000 | 100'000 | 300'000 | 100'000 | 178'271 | 60'824 | 99.88% | 99.88% |
10.12.2019 | 2.45% | 0.57 | 0.59 | 300'000 | 100'000 | 300'000 | 100'000 | 169'435 | 57'879 | 100.00% | 100.00% |