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 | - | - |
19.12.2019 | 2.48% | 0.40 | 0.41 | 450'000 | 150'000 | 450'000 | 150'000 | 179'501 | 61'334 | 99.44% | 99.44% |
18.12.2019 | 2.52% | 0.39 | 0.40 | 450'000 | 150'000 | 450'000 | 150'000 | 176'177 | 60'226 | 98.45% | 98.45% |
17.12.2019 | 4.26% | 0.39 | 0.40 | 450'000 | 150'000 | 450'000 | 150'000 | 167'420 | 58'218 | 99.75% | 99.75% |
16.12.2019 | 2.77% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 160'400 | 54'967 | 99.70% | 99.70% |
13.12.2019 | 2.73% | 0.34 | 0.35 | 450'000 | 150'000 | 450'000 | 150'000 | 162'552 | 55'684 | 99.67% | 99.67% |
12.12.2019 | 3.35% | 0.32 | 0.33 | 450'000 | 150'000 | 450'000 | 150'000 | 132'353 | 45'618 | 99.40% | 99.40% |
11.12.2019 | 3.48% | 0.26 | 0.27 | 450'000 | 150'000 | 450'000 | 150'000 | 127'174 | 43'891 | 99.55% | 99.55% |
10.12.2019 | 3.40% | 0.29 | 0.30 | 450'000 | 150'000 | 450'000 | 150'000 | 130'353 | 44'951 | 99.71% | 99.71% |
09.12.2019 | 3.12% | 0.31 | 0.32 | 450'000 | 150'000 | 450'000 | 150'000 | 142'158 | 48'886 | 99.68% | 99.68% |