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 | 2.09% | 0.93 | 0.95 | 300'000 | 100'000 | 300'000 | 100'000 | 283'749 | 96'583 | 99.87% | 99.87% |
19.12.2019 | 2.18% | 0.92 | 0.94 | 300'000 | 100'000 | 300'000 | 100'000 | 272'398 | 92'799 | 99.69% | 99.69% |
18.12.2019 | 2.22% | 0.90 | 0.92 | 300'000 | 100'000 | 300'000 | 100'000 | 267'531 | 91'177 | 100.00% | 100.00% |
17.12.2019 | 2.21% | 0.89 | 0.91 | 300'000 | 100'000 | 300'000 | 100'000 | 267'997 | 91'332 | 99.92% | 99.92% |
16.12.2019 | 2.26% | 0.89 | 0.91 | 300'000 | 100'000 | 300'000 | 100'000 | 262'475 | 89'492 | 99.97% | 99.97% |
13.12.2019 | 2.27% | 0.86 | 0.88 | 300'000 | 100'000 | 300'000 | 100'000 | 261'744 | 89'248 | 99.38% | 99.38% |
12.12.2019 | 2.47% | 0.83 | 0.85 | 300'000 | 100'000 | 300'000 | 100'000 | 239'809 | 81'937 | 99.44% | 99.44% |
11.12.2019 | 2.46% | 0.83 | 0.85 | 300'000 | 100'000 | 300'000 | 100'000 | 241'352 | 82'451 | 99.80% | 99.80% |
10.12.2019 | 2.67% | 0.75 | 0.77 | 300'000 | 100'000 | 300'000 | 100'000 | 222'058 | 76'020 | 99.95% | 99.95% |