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 | 1.54% | 1.14 | 1.16 | 450'000 | 150'000 | 450'000 | 150'000 | 523'346 | 177'149 | 98.75% | 98.75% |
19.12.2019 | 1.53% | 1.17 | 1.19 | 600'000 | 200'000 | 600'000 | 200'000 | 699'923 | 236'908 | 99.52% | 99.52% |
18.12.2019 | 1.52% | 1.16 | 1.18 | 600'000 | 200'000 | 600'000 | 200'000 | 707'321 | 239'374 | 99.95% | 99.95% |
17.12.2019 | 1.51% | 1.18 | 1.20 | 600'000 | 200'000 | 600'000 | 200'000 | 708'422 | 239'741 | 99.93% | 99.93% |
16.12.2019 | 1.50% | 1.22 | 1.23 | 600'000 | 200'000 | 600'000 | 200'000 | 716'445 | 242'415 | 99.78% | 99.78% |
13.12.2019 | 1.52% | 1.17 | 1.18 | 600'000 | 200'000 | 600'000 | 200'000 | 707'306 | 239'369 | 98.47% | 98.47% |
12.12.2019 | 1.51% | 1.21 | 1.23 | 600'000 | 200'000 | 600'000 | 200'000 | 709'210 | 240'003 | 98.96% | 98.96% |
11.12.2019 | 1.52% | 1.19 | 1.21 | 600'000 | 200'000 | 600'000 | 200'000 | 705'124 | 238'641 | 99.48% | 99.48% |
10.12.2019 | 1.53% | 1.19 | 1.21 | 600'000 | 200'000 | 600'000 | 200'000 | 699'329 | 236'710 | 99.34% | 99.34% |