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 | 13.49% | 0.06 | 0.07 | 230'000 | 230'000 | 229'999 | 230'000 | 16'266 | 18'566 | 100.00% | 100.00% |
19.12.2019 | 14.80% | 0.07 | 0.08 | 240'000 | 240'000 | 239'997 | 240'000 | 15'496 | 17'896 | 96.74% | 96.74% |
18.12.2019 | 11.79% | 0.08 | 0.09 | 230'000 | 230'000 | 230'000 | 230'000 | 18'696 | 20'996 | 98.81% | 98.81% |
17.12.2019 | 8.01% | 0.11 | 0.12 | 210'000 | 210'000 | 209'998 | 209'979 | 25'533 | 27'632 | 99.06% | 99.06% |
16.12.2019 | 5.06% | 0.22 | 0.23 | 230'000 | 230'000 | 230'000 | 230'000 | 44'610 | 46'910 | 100.00% | 100.00% |
13.12.2019 | 5.04% | 0.18 | 0.19 | 260'000 | 260'000 | 259'966 | 259'984 | 50'409 | 53'012 | 100.00% | 100.00% |
12.12.2019 | 5.53% | 0.15 | 0.16 | 250'000 | 250'000 | 249'994 | 249'972 | 44'386 | 46'882 | 99.87% | 99.87% |
11.12.2019 | 6.55% | 0.18 | 0.19 | 230'000 | 230'000 | 229'999 | 229'999 | 34'760 | 37'060 | 100.00% | 100.00% |
10.12.2019 | 4.11% | 0.22 | 0.23 | 210'000 | 210'000 | 210'000 | 210'000 | 50'749 | 52'849 | 99.84% | 99.84% |