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 | 1.48% | 0.67 | 0.68 | 600'000 | 600'000 | 600'000 | 600'000 | 401'928 | 407'928 | 100.00% | 100.00% |
19.12.2019 | 1.50% | 0.67 | 0.68 | 600'000 | 600'000 | 600'000 | 600'000 | 397'364 | 403'364 | 100.00% | 100.00% |
18.12.2019 | 1.50% | 0.67 | 0.68 | 600'000 | 600'000 | 600'000 | 600'000 | 397'941 | 403'941 | 100.00% | 100.00% |
17.12.2019 | 1.50% | 0.67 | 0.68 | 600'000 | 600'000 | 600'000 | 600'000 | 397'273 | 403'273 | 100.00% | 100.00% |
16.12.2019 | 1.47% | 0.67 | 0.68 | 600'000 | 600'000 | 600'000 | 600'000 | 405'892 | 411'892 | 100.00% | 100.00% |
13.12.2019 | 1.47% | 0.68 | 0.69 | 600'000 | 600'000 | 600'000 | 600'000 | 404'239 | 410'239 | 100.00% | 100.00% |
12.12.2019 | 1.44% | 0.68 | 0.69 | 600'000 | 600'000 | 600'000 | 600'000 | 413'802 | 419'802 | 100.00% | 100.00% |
11.12.2019 | 1.41% | 0.70 | 0.71 | 600'000 | 600'000 | 600'000 | 600'000 | 421'680 | 427'680 | 100.00% | 100.00% |
10.12.2019 | 1.40% | 0.70 | 0.71 | 600'000 | 600'000 | 600'000 | 600'000 | 424'817 | 430'817 | 100.00% | 100.00% |