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 | 1.53% | 0.99 | 1.00 | 900'000 | 150'000 | 900'000 | 150'000 | 872'970 | 147'745 | 99.42% | 99.42% |
19.12.2019 | 1.60% | 0.95 | 0.96 | 900'000 | 200'000 | 900'000 | 200'000 | 835'596 | 188'688 | 99.87% | 99.87% |
18.12.2019 | 1.61% | 0.92 | 0.94 | 900'000 | 200'000 | 900'000 | 200'000 | 832'956 | 188'101 | 99.94% | 99.94% |
17.12.2019 | 1.62% | 0.90 | 0.91 | 900'000 | 200'000 | 900'000 | 200'000 | 825'832 | 186'518 | 99.97% | 99.97% |
16.12.2019 | 1.61% | 0.94 | 0.95 | 900'000 | 200'000 | 900'000 | 200'000 | 833'356 | 188'190 | 99.92% | 99.92% |
13.12.2019 | 1.64% | 0.89 | 0.90 | 900'000 | 200'000 | 900'000 | 200'000 | 815'551 | 184'234 | 99.03% | 99.03% |
12.12.2019 | 1.68% | 0.92 | 0.93 | 900'000 | 200'000 | 900'000 | 200'000 | 796'724 | 180'050 | 99.25% | 99.25% |
11.12.2019 | 1.70% | 0.89 | 0.91 | 900'000 | 200'000 | 900'000 | 200'000 | 785'451 | 177'545 | 99.62% | 99.62% |
10.12.2019 | 1.77% | 0.89 | 0.90 | 900'000 | 200'000 | 900'000 | 200'000 | 755'213 | 170'825 | 99.48% | 99.48% |