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 | 2.81% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 35'056 | 36'056 | 99.41% | 99.41% |
19.12.2019 | 3.01% | 0.33 | 0.34 | 110'000 | 110'000 | 110'000 | 110'000 | 36'050 | 37'150 | 99.85% | 99.85% |
18.12.2019 | 3.05% | 0.34 | 0.35 | 110'000 | 110'000 | 110'000 | 110'000 | 35'491 | 36'591 | 99.34% | 99.34% |
17.12.2019 | 3.42% | 0.31 | 0.32 | 110'000 | 110'000 | 110'000 | 110'000 | 31'686 | 32'786 | 99.60% | 99.60% |
16.12.2019 | 3.37% | 0.33 | 0.34 | 110'000 | 110'000 | 110'000 | 110'000 | 32'224 | 33'324 | 99.94% | 99.94% |
13.12.2019 | 3.24% | 0.28 | 0.29 | 110'000 | 110'000 | 110'000 | 110'000 | 33'598 | 34'698 | 98.77% | 98.77% |
12.12.2019 | 5.17% | 0.25 | 0.26 | 120'000 | 120'000 | 120'000 | 120'000 | 22'962 | 24'162 | 97.71% | 97.71% |
11.12.2019 | 6.08% | 0.17 | 0.18 | 120'000 | 120'000 | 120'000 | 120'000 | 19'193 | 20'393 | 99.32% | 99.32% |
10.12.2019 | 7.03% | 0.14 | 0.16 | 120'000 | 120'000 | 120'000 | 120'000 | 16'545 | 17'745 | 99.58% | 99.58% |