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 | 3.96% | 0.51 | 0.53 | 40'000 | 40'000 | 40'000 | 40'000 | 19'782 | 20'582 | 100.00% | 100.00% |
19.12.2019 | 4.24% | 0.48 | 0.50 | 50'000 | 50'000 | 50'000 | 50'000 | 23'068 | 24'068 | 100.00% | 100.00% |
18.12.2019 | 4.26% | 0.46 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 22'984 | 23'984 | 99.83% | 99.83% |
17.12.2019 | 4.31% | 0.44 | 0.46 | 50'000 | 50'000 | 50'000 | 50'000 | 22'703 | 23'703 | 100.00% | 100.00% |
16.12.2019 | 4.25% | 0.47 | 0.49 | 50'000 | 50'000 | 50'000 | 50'000 | 23'057 | 24'057 | 100.00% | 100.00% |
13.12.2019 | 4.39% | 0.43 | 0.45 | 50'000 | 50'000 | 50'000 | 50'000 | 22'320 | 23'320 | 100.00% | 100.00% |
12.12.2019 | 4.55% | 0.45 | 0.47 | 50'000 | 50'000 | 50'000 | 50'000 | 21'496 | 22'496 | 100.00% | 100.00% |
11.12.2019 | 4.64% | 0.44 | 0.46 | 50'000 | 50'000 | 50'000 | 50'000 | 21'053 | 22'053 | 100.00% | 100.00% |
10.12.2019 | 4.94% | 0.43 | 0.45 | 50'000 | 50'000 | 50'000 | 50'000 | 19'801 | 20'801 | 100.00% | 100.00% |