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 | 1.74% | 0.57 | 0.58 | 150'000 | 150'000 | 150'000 | 150'000 | 85'634 | 87'134 | 99.72% | 99.72% |
19.12.2019 | 1.67% | 0.60 | 0.61 | 150'000 | 150'000 | 150'000 | 150'000 | 89'311 | 90'811 | 99.98% | 99.98% |
18.12.2019 | 1.59% | 0.62 | 0.63 | 150'000 | 150'000 | 150'000 | 150'000 | 93'647 | 95'147 | 99.98% | 99.98% |
17.12.2019 | 1.61% | 0.60 | 0.61 | 150'000 | 150'000 | 150'000 | 150'000 | 92'221 | 93'721 | 99.99% | 99.99% |
16.12.2019 | 1.60% | 0.62 | 0.63 | 150'000 | 150'000 | 150'000 | 150'000 | 92'993 | 94'493 | 99.98% | 99.98% |
13.12.2019 | 1.66% | 0.59 | 0.60 | 150'000 | 150'000 | 150'000 | 150'000 | 89'871 | 91'371 | 99.78% | 99.78% |
12.12.2019 | 1.68% | 0.61 | 0.62 | 150'000 | 150'000 | 150'000 | 150'000 | 88'677 | 90'177 | 99.72% | 99.72% |
11.12.2019 | 1.74% | 0.59 | 0.60 | 150'000 | 150'000 | 150'000 | 150'000 | 85'371 | 86'871 | 99.84% | 99.84% |
10.12.2019 | 1.69% | 0.59 | 0.60 | 150'000 | 150'000 | 150'000 | 150'000 | 87'855 | 89'355 | 99.95% | 99.95% |