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 | 1.56% | 0.96 | 0.98 | 450'000 | 150'000 | 450'000 | 150'000 | 430'281 | 145'677 | 98.39% | 98.39% |
19.12.2019 | 1.62% | 0.91 | 0.93 | 450'000 | 150'000 | 450'000 | 150'000 | 414'028 | 140'259 | 99.46% | 99.46% |
18.12.2019 | 1.61% | 0.94 | 0.95 | 450'000 | 150'000 | 450'000 | 150'000 | 416'253 | 141'001 | 99.84% | 99.84% |
17.12.2019 | 1.63% | 0.92 | 0.93 | 450'000 | 150'000 | 450'000 | 150'000 | 409'924 | 138'891 | 99.74% | 99.74% |
16.12.2019 | 1.69% | 0.90 | 0.91 | 450'000 | 150'000 | 450'000 | 150'000 | 395'184 | 133'978 | 99.81% | 99.81% |
13.12.2019 | 1.78% | 0.85 | 0.86 | 450'000 | 150'000 | 450'000 | 150'000 | 375'047 | 127'266 | 97.40% | 97.40% |
12.12.2019 | 2.00% | 0.78 | 0.79 | 450'000 | 150'000 | 450'000 | 150'000 | 334'404 | 113'718 | 98.16% | 98.16% |
11.12.2019 | 2.10% | 0.72 | 0.74 | 450'000 | 150'000 | 450'000 | 150'000 | 318'747 | 108'499 | 99.33% | 99.33% |
10.12.2019 | 2.22% | 0.69 | 0.70 | 450'000 | 150'000 | 450'000 | 150'000 | 301'545 | 102'765 | 98.97% | 98.97% |