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 | 2.43% | 0.83 | 0.85 | 40'000 | 40'000 | 40'000 | 40'000 | 32'582 | 33'382 | 100.00% | 100.00% |
19.12.2019 | 2.53% | 0.80 | 0.82 | 40'000 | 40'000 | 40'000 | 40'000 | 31'257 | 32'057 | 100.00% | 100.00% |
18.12.2019 | 2.53% | 0.78 | 0.80 | 40'000 | 40'000 | 40'000 | 40'000 | 31'183 | 31'983 | 99.87% | 99.87% |
17.12.2019 | 2.55% | 0.75 | 0.77 | 50'000 | 50'000 | 50'000 | 50'000 | 38'654 | 39'654 | 100.00% | 100.00% |
16.12.2019 | 2.53% | 0.79 | 0.81 | 50'000 | 50'000 | 50'000 | 50'000 | 39'006 | 40'006 | 100.00% | 100.00% |
13.12.2019 | 2.58% | 0.75 | 0.77 | 50'000 | 50'000 | 50'000 | 50'000 | 38'255 | 39'255 | 100.00% | 100.00% |
12.12.2019 | 2.64% | 0.77 | 0.79 | 50'000 | 50'000 | 50'000 | 50'000 | 37'434 | 38'434 | 100.00% | 100.00% |
11.12.2019 | 2.67% | 0.76 | 0.78 | 50'000 | 50'000 | 50'000 | 50'000 | 36'994 | 37'994 | 100.00% | 100.00% |
10.12.2019 | 2.77% | 0.75 | 0.77 | 50'000 | 50'000 | 50'000 | 50'000 | 35'693 | 36'693 | 100.00% | 100.00% |