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 | 1.58% | 0.91 | 0.92 | 300'000 | 100'000 | 300'000 | 100'000 | 263'940 | 89'380 | 99.82% | 99.82% |
19.12.2019 | 1.77% | 0.85 | 0.87 | 300'000 | 100'000 | 300'000 | 100'000 | 241'982 | 82'100 | 99.76% | 99.76% |
18.12.2019 | 1.90% | 0.79 | 0.81 | 300'000 | 100'000 | 300'000 | 100'000 | 234'642 | 79'714 | 100.00% | 100.00% |
17.12.2019 | 1.95% | 0.77 | 0.79 | 300'000 | 100'000 | 300'000 | 100'000 | 228'671 | 77'724 | 100.00% | 100.00% |
16.12.2019 | 2.04% | 0.76 | 0.77 | 300'000 | 100'000 | 300'000 | 100'000 | 218'753 | 74'418 | 99.99% | 99.99% |
13.12.2019 | 2.11% | 0.70 | 0.71 | 300'000 | 100'000 | 300'000 | 100'000 | 211'536 | 72'012 | 99.82% | 99.82% |
12.12.2019 | 2.22% | 0.69 | 0.70 | 300'000 | 100'000 | 300'000 | 100'000 | 200'473 | 68'324 | 99.66% | 99.66% |
11.12.2019 | 2.35% | 0.64 | 0.66 | 300'000 | 100'000 | 300'000 | 100'000 | 189'644 | 64'715 | 99.86% | 99.86% |
10.12.2019 | 2.45% | 0.61 | 0.63 | 300'000 | 100'000 | 300'000 | 100'000 | 181'632 | 62'044 | 99.87% | 99.87% |