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 | 2.64% | 0.38 | 0.39 | 60'000 | 60'000 | 60'000 | 60'000 | 22'402 | 23'002 | 97.36% | 97.36% |
19.12.2019 | 2.50% | 0.36 | 0.37 | 110'000 | 110'000 | 83'282 | 83'282 | 32'987 | 33'820 | 97.52% | 97.52% |
18.12.2019 | 3.09% | 0.37 | 0.38 | 110'000 | 110'000 | 83'099 | 83'099 | 26'634 | 27'465 | 98.84% | 98.84% |
17.12.2019 | 3.14% | 0.32 | 0.33 | 110'000 | 110'000 | 83'186 | 83'186 | 25'964 | 26'796 | 99.17% | 99.17% |
16.12.2019 | 2.86% | 0.32 | 0.33 | 110'000 | 110'000 | 83'188 | 83'188 | 28'718 | 29'550 | 99.14% | 99.14% |
13.12.2019 | 2.98% | 0.33 | 0.34 | 110'000 | 110'000 | 83'057 | 83'057 | 27'392 | 28'222 | 97.94% | 97.94% |
12.12.2019 | 2.85% | 0.33 | 0.34 | 110'000 | 110'000 | 83'157 | 83'157 | 29'124 | 29'956 | 99.05% | 99.05% |
11.12.2019 | 3.59% | 0.32 | 0.33 | 110'000 | 110'000 | 83'567 | 83'567 | 23'298 | 24'134 | 97.57% | 97.57% |
10.12.2019 | 4.45% | 0.22 | 0.23 | 120'000 | 120'000 | 88'087 | 88'087 | 19'633 | 20'514 | 98.36% | 98.36% |