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 | 2.14% | 0.48 | 0.49 | 450'000 | 150'000 | 450'000 | 150'000 | 207'961 | 70'820 | 99.63% | 99.63% |
19.12.2019 | 2.43% | 0.43 | 0.44 | 450'000 | 150'000 | 450'000 | 150'000 | 183'447 | 62'649 | 99.95% | 99.95% |
18.12.2019 | 2.45% | 0.40 | 0.41 | 450'000 | 150'000 | 450'000 | 150'000 | 181'536 | 62'012 | 100.00% | 100.00% |
17.12.2019 | 2.51% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 177'636 | 60'712 | 100.00% | 100.00% |
16.12.2019 | 2.40% | 0.43 | 0.44 | 450'000 | 150'000 | 450'000 | 150'000 | 185'155 | 63'218 | 99.97% | 99.97% |
13.12.2019 | 2.55% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 174'776 | 59'759 | 99.72% | 99.72% |
12.12.2019 | 2.68% | 0.41 | 0.42 | 450'000 | 150'000 | 450'000 | 150'000 | 166'391 | 56'964 | 99.47% | 99.47% |
11.12.2019 | 2.77% | 0.38 | 0.39 | 450'000 | 150'000 | 450'000 | 150'000 | 160'736 | 55'079 | 99.70% | 99.70% |
10.12.2019 | 3.09% | 0.38 | 0.39 | 450'000 | 150'000 | 450'000 | 150'000 | 144'876 | 49'792 | 99.86% | 99.86% |