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 | 3.72% | 0.54 | 0.56 | 200'000 | 200'000 | 200'000 | 200'000 | 105'661 | 109'661 | 47.88% | 47.88% |
19.12.2019 | 3.85% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 101'838 | 105'838 | 68.31% | 68.31% |
18.12.2019 | 3.92% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 100'095 | 104'095 | 53.64% | 53.64% |
17.12.2019 | 3.87% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 101'474 | 105'474 | 86.56% | 86.56% |
16.12.2019 | 4.18% | 0.50 | 0.52 | 200'000 | 200'000 | 200'000 | 200'000 | 93'721 | 97'721 | 79.69% | 79.69% |
13.12.2019 | 3.93% | 0.46 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 100'038 | 104'038 | 46.19% | 46.19% |
12.12.2019 | 5.24% | 0.44 | 0.46 | 200'000 | 200'000 | 199'999 | 200'000 | 74'651 | 78'652 | 76.24% | 76.24% |
11.12.2019 | 6.73% | 0.32 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 57'604 | 61'604 | 97.88% | 97.88% |
10.12.2019 | 7.75% | 0.27 | 0.29 | 200'000 | 200'000 | 209'546 | 200'000 | 52'090 | 53'901 | 98.05% | 98.05% |