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 | 6.27% | 0.36 | 0.38 | 140'000 | 50'000 | 144'053 | 50'000 | 51'313 | 18'976 | 100.00% | 100.00% |
19.12.2019 | 6.42% | 0.32 | 0.35 | 160'000 | 50'000 | 160'870 | 50'000 | 51'508 | 17'073 | 100.00% | 100.00% |
18.12.2019 | 7.80% | 0.32 | 0.35 | 160'000 | 50'000 | 174'828 | 50'000 | 51'925 | 16'070 | 100.00% | 100.00% |
17.12.2019 | 8.32% | 0.31 | 0.33 | 170'000 | 50'000 | 179'349 | 50'000 | 51'003 | 15'458 | 100.00% | 100.00% |
16.12.2019 | 7.04% | 0.29 | 0.32 | 180'000 | 50'000 | 165'718 | 50'000 | 52'036 | 16'877 | 100.00% | 100.00% |
13.12.2019 | 7.68% | 0.28 | 0.31 | 180'000 | 50'000 | 179'696 | 50'000 | 51'365 | 15'445 | 100.00% | 100.00% |
12.12.2019 | 10.33% | 0.21 | 0.24 | 240'000 | 50'000 | 254'445 | 50'000 | 50'752 | 11'110 | 98.83% | 98.83% |
11.12.2019 | 7.45% | 0.20 | 0.23 | 250'000 | 50'000 | 270'178 | 50'000 | 50'721 | 10'140 | 100.00% | 100.00% |
10.12.2019 | 7.54% | 0.19 | 0.21 | 270'000 | 50'000 | 254'140 | 50'000 | 50'400 | 10'726 | 100.00% | 100.00% |