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 | 1.73% | 0.58 | 0.59 | 450'000 | 150'000 | 450'000 | 150'000 | 257'292 | 87'264 | 99.90% | 99.90% |
19.12.2019 | 1.87% | 0.54 | 0.55 | 600'000 | 200'000 | 600'000 | 200'000 | 318'570 | 108'190 | 99.73% | 99.73% |
18.12.2019 | 1.95% | 0.53 | 0.54 | 600'000 | 200'000 | 600'000 | 200'000 | 304'516 | 103'505 | 99.99% | 99.99% |
17.12.2019 | 2.00% | 0.52 | 0.53 | 600'000 | 200'000 | 600'000 | 200'000 | 296'916 | 100'972 | 99.97% | 99.97% |
16.12.2019 | 1.89% | 0.50 | 0.51 | 600'000 | 200'000 | 600'000 | 200'000 | 313'903 | 106'634 | 99.99% | 99.99% |
13.12.2019 | 2.01% | 0.49 | 0.50 | 600'000 | 200'000 | 600'000 | 200'000 | 296'338 | 100'779 | 99.83% | 99.83% |
12.12.2019 | 2.48% | 0.42 | 0.43 | 600'000 | 200'000 | 600'000 | 200'000 | 239'195 | 81'732 | 99.48% | 99.48% |
11.12.2019 | 2.58% | 0.40 | 0.41 | 600'000 | 200'000 | 600'000 | 200'000 | 229'274 | 78'425 | 99.84% | 99.84% |
10.12.2019 | 2.52% | 0.39 | 0.40 | 600'000 | 200'000 | 600'000 | 200'000 | 235'596 | 80'532 | 99.86% | 99.86% |