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 | 6.55% | 0.30 | 0.32 | 100'000 | 150'000 | 100'000 | 150'000 | 29'585 | 47'378 | 99.98% | 99.98% |
19.12.2019 | 7.16% | 0.28 | 0.30 | 100'000 | 150'000 | 100'000 | 150'000 | 26'974 | 43'461 | 99.71% | 99.71% |
18.12.2019 | 7.95% | 0.27 | 0.29 | 100'000 | 150'000 | 100'000 | 150'000 | 24'292 | 39'438 | 100.00% | 100.00% |
17.12.2019 | 7.55% | 0.25 | 0.27 | 100'000 | 150'000 | 100'000 | 150'000 | 25'549 | 41'323 | 99.94% | 99.94% |
16.12.2019 | 8.03% | 0.26 | 0.28 | 100'000 | 150'000 | 100'000 | 150'000 | 23'956 | 38'934 | 99.89% | 99.99% |
13.12.2019 | 7.56% | 0.25 | 0.27 | 100'000 | 150'000 | 100'000 | 150'000 | 25'557 | 41'335 | 99.90% | 99.90% |
12.12.2019 | 6.88% | 0.27 | 0.29 | 100'000 | 150'000 | 100'000 | 150'000 | 28'098 | 45'147 | 99.67% | 99.67% |
11.12.2019 | 6.57% | 0.28 | 0.30 | 100'000 | 150'000 | 100'000 | 150'000 | 29'492 | 47'238 | 99.77% | 99.77% |
10.12.2019 | 6.33% | 0.32 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 45'989 | 48'989 | 99.85% | 99.85% |