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 | 2.74% | 0.36 | 0.37 | 160'000 | 160'000 | 160'000 | 160'000 | 57'694 | 59'294 | 100.00% | 100.00% |
19.12.2019 | 4.08% | 0.37 | 0.38 | 160'000 | 160'000 | 160'000 | 160'000 | 58'522 | 60'951 | 96.25% | 96.25% |
18.12.2019 | 6.27% | 0.31 | 0.33 | 160'000 | 160'000 | 160'000 | 160'000 | 49'447 | 52'647 | 97.80% | 97.80% |
17.12.2019 | 2.83% | 0.36 | 0.37 | 160'000 | 160'000 | 160'000 | 160'000 | 55'779 | 57'379 | 99.08% | 99.08% |
16.12.2019 | 2.83% | 0.31 | 0.32 | 160'000 | 160'000 | 160'000 | 160'000 | 55'965 | 57'565 | 98.24% | 98.24% |
13.12.2019 | 2.88% | 0.37 | 0.38 | 160'000 | 160'000 | 160'000 | 160'000 | 54'919 | 56'519 | 98.30% | 98.30% |
12.12.2019 | 2.89% | 0.34 | 0.35 | 160'000 | 160'000 | 160'000 | 160'000 | 54'679 | 56'279 | 96.78% | 96.78% |
11.12.2019 | 2.93% | 0.38 | 0.39 | 170'000 | 170'000 | 170'000 | 170'000 | 57'478 | 59'178 | 97.20% | 97.20% |
10.12.2019 | 7.67% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 44'661 | 48'013 | 96.59% | 96.59% |