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 | 2.74% | 0.37 | 0.38 | 150'000 | 150'000 | 150'276 | 150'276 | 54'242 | 55'745 | 99.55% | 99.55% |
19.12.2019 | 3.54% | 0.29 | 0.30 | 200'000 | 200'000 | 193'499 | 193'499 | 53'753 | 55'688 | 99.99% | 99.99% |
18.12.2019 | 3.35% | 0.27 | 0.28 | 200'000 | 200'000 | 179'632 | 179'632 | 52'843 | 54'639 | 99.97% | 99.97% |
17.12.2019 | 2.85% | 0.34 | 0.35 | 150'000 | 150'000 | 158'626 | 158'626 | 54'944 | 56'530 | 99.46% | 99.46% |
16.12.2019 | 3.12% | 0.36 | 0.37 | 150'000 | 150'000 | 171'189 | 171'189 | 54'064 | 55'776 | 99.86% | 99.86% |
13.12.2019 | 3.97% | 0.24 | 0.25 | 250'000 | 250'000 | 216'680 | 216'680 | 53'535 | 55'701 | 99.83% | 99.83% |
12.12.2019 | 4.38% | 0.24 | 0.25 | 225'000 | 225'000 | 237'064 | 237'066 | 52'970 | 55'341 | 99.95% | 99.95% |
11.12.2019 | 5.48% | 0.19 | 0.20 | 275'000 | 275'000 | 297'813 | 297'813 | 52'848 | 55'826 | 99.87% | 99.87% |
10.12.2019 | 6.40% | 0.17 | 0.18 | 300'000 | 300'000 | 346'181 | 346'181 | 52'363 | 55'825 | 100.00% | 100.00% |