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 | 3.85% | 0.25 | 0.26 | 200'000 | 200'000 | 200'000 | 200'000 | 50'919 | 52'919 | 100.00% | 100.00% |
19.12.2019 | 3.93% | 0.25 | 0.26 | 210'000 | 210'000 | 210'000 | 210'000 | 52'452 | 54'552 | 100.00% | 100.00% |
18.12.2019 | 3.59% | 0.27 | 0.28 | 210'000 | 210'000 | 210'000 | 210'000 | 57'422 | 59'522 | 100.00% | 100.00% |
17.12.2019 | 3.74% | 0.27 | 0.28 | 210'000 | 210'000 | 210'000 | 210'000 | 55'159 | 57'259 | 100.00% | 100.00% |
16.12.2019 | 3.83% | 0.27 | 0.28 | 210'000 | 210'000 | 210'000 | 210'000 | 53'881 | 55'981 | 100.00% | 100.00% |
13.12.2019 | 4.13% | 0.23 | 0.24 | 210'000 | 210'000 | 210'000 | 210'000 | 49'915 | 52'015 | 99.22% | 99.22% |
12.12.2019 | 5.71% | 0.22 | 0.23 | 220'000 | 220'000 | 220'000 | 220'000 | 37'762 | 39'962 | 100.00% | 100.00% |
11.12.2019 | 5.59% | 0.17 | 0.18 | 220'000 | 220'000 | 220'000 | 220'000 | 38'281 | 40'481 | 99.55% | 99.55% |
10.12.2019 | 5.66% | 0.18 | 0.19 | 210'000 | 210'000 | 210'000 | 210'000 | 36'143 | 38'243 | 100.00% | 100.00% |