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 | 2.29% | 0.45 | 0.46 | 150'000 | 150'000 | 150'000 | 150'000 | 64'714 | 66'215 | 100.00% | 100.00% |
19.12.2019 | 2.74% | 0.39 | 0.40 | 150'000 | 150'000 | 150'000 | 150'000 | 54'043 | 55'543 | 99.95% | 99.95% |
18.12.2019 | 2.25% | 0.45 | 0.46 | 160'000 | 160'000 | 160'000 | 160'000 | 70'563 | 72'163 | 100.00% | 100.00% |
17.12.2019 | 2.39% | 0.42 | 0.43 | 160'000 | 160'000 | 160'000 | 160'000 | 66'210 | 67'810 | 100.00% | 100.00% |
16.12.2019 | 2.60% | 0.38 | 0.39 | 160'000 | 160'000 | 160'000 | 160'000 | 60'741 | 62'341 | 100.00% | 100.00% |
13.12.2019 | 2.85% | 0.32 | 0.33 | 160'000 | 160'000 | 160'000 | 160'000 | 55'773 | 57'373 | 99.15% | 99.15% |
12.12.2019 | 3.40% | 0.34 | 0.35 | 170'000 | 170'000 | 170'000 | 170'000 | 49'422 | 51'122 | 100.00% | 100.00% |
11.12.2019 | 3.66% | 0.28 | 0.29 | 170'000 | 170'000 | 170'000 | 170'000 | 45'644 | 47'344 | 99.80% | 99.80% |
10.12.2019 | 3.47% | 0.27 | 0.28 | 160'000 | 160'000 | 160'000 | 160'000 | 45'349 | 46'949 | 99.57% | 99.57% |