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 | 1.09% | 0.89 | 0.90 | 150'000 | 150'000 | 150'000 | 150'000 | 136'583 | 138'083 | 88.23% | 88.23% |
19.12.2019 | 1.06% | 0.95 | 0.96 | 150'000 | 150'000 | 150'000 | 150'000 | 140'475 | 141'975 | 99.60% | 99.60% |
18.12.2019 | 1.00% | 1.00 | 1.01 | 150'000 | 150'000 | 150'000 | 150'000 | 149'787 | 151'287 | 99.92% | 99.92% |
17.12.2019 | - | 1.05 | 1.06 | 150'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.12.2019 | 0.95% | 1.06 | 1.07 | 150'000 | 150'000 | 149'906 | 149'915 | 157'241 | 158'749 | 100.00% | 100.00% |
13.12.2019 | 0.94% | 1.03 | 1.04 | 150'000 | 150'000 | 150'000 | 150'000 | 159'721 | 161'221 | 97.01% | 97.01% |
12.12.2019 | 1.00% | 1.02 | 1.03 | 150'000 | 150'000 | 150'000 | 150'000 | 148'936 | 150'436 | 99.26% | 99.26% |
11.12.2019 | 1.01% | 0.99 | 1.00 | 150'000 | 150'000 | 150'000 | 150'000 | 147'611 | 149'111 | 91.32% | 91.32% |
10.12.2019 | 1.03% | 0.99 | 1.00 | 150'000 | 150'000 | 150'000 | 150'000 | 145'269 | 146'769 | 99.98% | 99.98% |