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 | 1.47% | 1.34 | 1.36 | 450'000 | 150'000 | 450'000 | 150'000 | 609'574 | 206'191 | 99.81% | 99.81% |
19.12.2019 | 1.48% | 1.35 | 1.37 | 450'000 | 150'000 | 450'000 | 150'000 | 603'960 | 204'320 | 99.65% | 99.65% |
18.12.2019 | 1.46% | 1.36 | 1.38 | 450'000 | 150'000 | 450'000 | 150'000 | 610'777 | 206'592 | 100.00% | 100.00% |
17.12.2019 | 1.40% | 1.40 | 1.42 | 450'000 | 150'000 | 450'000 | 150'000 | 637'942 | 215'647 | 99.81% | 99.81% |
16.12.2019 | 1.29% | 1.59 | 1.61 | 450'000 | 150'000 | 450'000 | 150'000 | 695'176 | 234'725 | 99.90% | 99.90% |
13.12.2019 | 1.30% | 1.50 | 1.52 | 450'000 | 150'000 | 450'000 | 150'000 | 687'937 | 232'312 | 99.26% | 99.26% |
12.12.2019 | 1.33% | 1.44 | 1.46 | 450'000 | 150'000 | 450'000 | 150'000 | 671'618 | 226'873 | 98.83% | 98.83% |
11.12.2019 | 1.39% | 1.49 | 1.51 | 450'000 | 150'000 | 450'000 | 150'000 | 645'461 | 218'154 | 99.57% | 99.57% |
10.12.2019 | 1.24% | 1.56 | 1.58 | 450'000 | 150'000 | 450'000 | 150'000 | 723'050 | 244'017 | 99.63% | 99.63% |