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 | 2.97% | 0.34 | 0.35 | 150'000 | 150'000 | 164'650 | 164'650 | 54'545 | 56'191 | 99.10% | 99.10% |
19.12.2019 | 3.82% | 0.28 | 0.29 | 200'000 | 200'000 | 204'677 | 204'677 | 52'519 | 54'566 | 99.93% | 99.93% |
18.12.2019 | 3.10% | 0.29 | 0.30 | 175'000 | 175'000 | 173'016 | 173'016 | 54'913 | 56'643 | 99.97% | 99.97% |
17.12.2019 | 4.83% | 0.21 | 0.22 | 250'000 | 250'000 | 259'046 | 259'046 | 52'373 | 54'963 | 99.53% | 99.53% |
16.12.2019 | 3.65% | 0.31 | 0.32 | 175'000 | 175'000 | 198'530 | 198'530 | 53'364 | 55'349 | 99.95% | 99.95% |
13.12.2019 | 5.01% | 0.20 | 0.21 | 275'000 | 275'000 | 270'508 | 270'494 | 52'677 | 55'380 | 99.94% | 99.94% |
12.12.2019 | 4.28% | 0.23 | 0.24 | 225'000 | 225'000 | 230'207 | 230'214 | 52'622 | 54'926 | 99.97% | 99.97% |
11.12.2019 | 4.88% | 0.22 | 0.23 | 250'000 | 250'000 | 260'871 | 260'872 | 52'234 | 54'843 | 99.67% | 99.67% |
10.12.2019 | 5.22% | 0.20 | 0.21 | 250'000 | 250'000 | 279'073 | 279'073 | 52'061 | 54'852 | 99.92% | 99.92% |