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 | 4.28% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 160'000 | 36'654 | 38'254 | 100.00% | 100.00% |
19.12.2019 | 6.02% | 0.20 | 0.21 | 160'000 | 160'000 | 160'000 | 160'000 | 26'025 | 27'625 | 100.00% | 100.00% |
18.12.2019 | 4.14% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 38'084 | 39'684 | 99.83% | 99.83% |
17.12.2019 | 4.65% | 0.22 | 0.23 | 170'000 | 170'000 | 170'000 | 170'000 | 35'787 | 37'487 | 99.92% | 99.92% |
16.12.2019 | 5.53% | 0.18 | 0.19 | 210'000 | 210'000 | 210'000 | 210'000 | 37'027 | 39'127 | 99.97% | 99.97% |
13.12.2019 | 6.38% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 31'078 | 33'078 | 92.72% | 93.22% |
12.12.2019 | 8.33% | 0.16 | 0.17 | 240'000 | 240'000 | 239'696 | 240'000 | 28'021 | 30'466 | 98.41% | 98.44% |
11.12.2019 | 9.05% | 0.11 | 0.12 | 250'000 | 250'000 | 250'000 | 249'964 | 26'454 | 28'950 | 98.20% | 98.20% |
10.12.2019 | 8.30% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 23'184 | 25'184 | 96.76% | 96.77% |