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 | 3.98% | 0.25 | 0.26 | 90'000 | 90'000 | 90'000 | 90'000 | 22'204 | 23'104 | 100.00% | 100.00% |
19.12.2019 | 4.47% | 0.23 | 0.24 | 90'000 | 90'000 | 90'000 | 90'000 | 19'673 | 20'573 | 100.00% | 100.00% |
18.12.2019 | 4.39% | 0.21 | 0.22 | 90'000 | 90'000 | 90'000 | 90'000 | 20'048 | 20'948 | 99.29% | 99.29% |
17.12.2019 | 4.32% | 0.23 | 0.24 | 90'000 | 90'000 | 90'000 | 90'000 | 20'402 | 21'302 | 100.00% | 100.00% |
16.12.2019 | 4.47% | 0.23 | 0.24 | 90'000 | 90'000 | 90'000 | 90'000 | 19'687 | 20'587 | 100.00% | 100.00% |
13.12.2019 | 4.61% | 0.19 | 0.20 | 90'000 | 90'000 | 90'000 | 90'000 | 19'104 | 20'004 | 100.00% | 100.00% |
12.12.2019 | 4.67% | 0.21 | 0.22 | 90'000 | 90'000 | 90'000 | 90'000 | 18'869 | 19'769 | 99.36% | 99.36% |
11.12.2019 | 6.20% | 0.16 | 0.17 | 90'000 | 90'000 | 90'000 | 90'000 | 14'079 | 14'979 | 100.00% | 100.00% |
10.12.2019 | 6.20% | 0.15 | 0.16 | 90'000 | 90'000 | 90'000 | 90'000 | 14'081 | 14'981 | 99.53% | 99.53% |