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 | - | - |
23.12.2019 | 3.57% | 0.26 | 0.27 | 100'000 | 100'000 | 73'303 | 73'303 | 20'129 | 20'862 | 99.63% | 99.63% |
20.12.2019 | 4.01% | 0.27 | 0.28 | 100'000 | 100'000 | 73'470 | 73'470 | 18'091 | 18'825 | 98.75% | 98.75% |
19.12.2019 | 4.49% | 0.25 | 0.26 | 100'000 | 100'000 | 73'359 | 73'359 | 16'028 | 16'761 | 97.93% | 97.93% |
18.12.2019 | 3.35% | 0.24 | 0.25 | 100'000 | 100'000 | 73'208 | 73'208 | 21'590 | 22'322 | 98.63% | 98.63% |
17.12.2019 | 3.22% | 0.29 | 0.30 | 100'000 | 100'000 | 73'339 | 73'339 | 22'501 | 23'234 | 99.43% | 99.43% |
16.12.2019 | 3.58% | 0.30 | 0.31 | 100'000 | 100'000 | 73'287 | 73'287 | 20'104 | 20'837 | 99.56% | 99.56% |
13.12.2019 | 3.42% | 0.29 | 0.30 | 100'000 | 100'000 | 73'134 | 73'134 | 21'210 | 21'941 | 98.45% | 98.45% |
12.12.2019 | 3.63% | 0.29 | 0.30 | 100'000 | 100'000 | 73'220 | 73'220 | 19'723 | 20'455 | 99.37% | 99.37% |
11.12.2019 | 2.85% | 0.30 | 0.31 | 100'000 | 100'000 | 73'644 | 73'644 | 25'195 | 25'931 | 97.88% | 97.88% |