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 | 3.14% | 0.32 | 0.33 | 450'000 | 150'000 | 450'000 | 150'000 | 141'076 | 48'525 | 98.14% | 98.14% |
19.12.2019 | 2.88% | 0.31 | 0.32 | 450'000 | 150'000 | 450'000 | 150'000 | 154'404 | 52'968 | 99.49% | 99.49% |
18.12.2019 | 2.73% | 0.35 | 0.36 | 450'000 | 150'000 | 450'000 | 150'000 | 162'774 | 55'758 | 99.98% | 99.98% |
17.12.2019 | 4.72% | 0.33 | 0.34 | 450'000 | 150'000 | 450'000 | 150'000 | 148'849 | 52'003 | 99.87% | 99.87% |
16.12.2019 | 5.29% | 0.32 | 0.34 | 450'000 | 150'000 | 450'000 | 150'000 | 160'427 | 56'377 | 99.97% | 99.97% |
13.12.2019 | 3.06% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 144'906 | 49'802 | 99.75% | 99.75% |
12.12.2019 | 2.59% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 172'006 | 58'835 | 97.78% | 97.78% |
11.12.2019 | 2.41% | 0.41 | 0.42 | 450'000 | 150'000 | 450'000 | 150'000 | 184'197 | 62'899 | 99.80% | 99.80% |
10.12.2019 | 2.74% | 0.38 | 0.39 | 450'000 | 150'000 | 450'000 | 150'000 | 161'796 | 55'432 | 99.89% | 99.89% |