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 | 1.29% | 1.26 | 1.27 | 300'000 | 100'000 | 300'000 | 100'000 | 368'652 | 124'484 | 99.98% | 99.98% |
19.12.2019 | 1.34% | 1.20 | 1.22 | 300'000 | 100'000 | 300'000 | 100'000 | 346'799 | 117'161 | 99.76% | 99.76% |
18.12.2019 | 1.32% | 1.14 | 1.16 | 300'000 | 100'000 | 300'000 | 100'000 | 339'642 | 114'714 | 100.00% | 100.00% |
17.12.2019 | 1.34% | 1.12 | 1.14 | 300'000 | 100'000 | 300'000 | 100'000 | 333'793 | 112'764 | 100.00% | 100.00% |
16.12.2019 | 1.38% | 1.11 | 1.12 | 300'000 | 100'000 | 300'000 | 100'000 | 323'753 | 109'418 | 99.99% | 99.99% |
13.12.2019 | 1.41% | 1.05 | 1.06 | 300'000 | 100'000 | 300'000 | 100'000 | 316'534 | 107'011 | 99.91% | 99.91% |
12.12.2019 | 1.46% | 1.04 | 1.05 | 300'000 | 100'000 | 300'000 | 100'000 | 305'473 | 103'324 | 99.68% | 99.68% |
11.12.2019 | 1.52% | 0.99 | 1.01 | 300'000 | 100'000 | 300'000 | 100'000 | 294'716 | 99'739 | 99.87% | 99.87% |
10.12.2019 | 1.56% | 0.96 | 0.98 | 300'000 | 100'000 | 300'000 | 100'000 | 286'635 | 97'045 | 99.82% | 99.82% |