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 | 7.15% | 0.27 | 0.29 | 200'000 | 200'000 | 199'985 | 200'000 | 54'029 | 58'039 | 100.00% | 100.00% |
19.12.2019 | 7.29% | 0.27 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 52'903 | 56'903 | 100.00% | 100.00% |
18.12.2019 | 6.71% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 57'608 | 61'608 | 99.79% | 99.79% |
17.12.2019 | 6.97% | 0.28 | 0.30 | 200'000 | 200'000 | 200'000 | 200'000 | 55'445 | 59'445 | 95.62% | 95.62% |
16.12.2019 | 7.11% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 54'286 | 58'286 | 93.44% | 93.44% |
13.12.2019 | 7.63% | 0.24 | 0.26 | 210'000 | 200'000 | 202'854 | 200'000 | 51'196 | 54'524 | 87.27% | 87.27% |
12.12.2019 | 10.27% | 0.23 | 0.25 | 220'000 | 200'000 | 274'528 | 200'000 | 50'665 | 41'240 | 98.51% | 98.51% |
11.12.2019 | 10.05% | 0.18 | 0.20 | 280'000 | 200'000 | 270'478 | 200'000 | 51'142 | 41'830 | 100.00% | 100.00% |
10.12.2019 | 10.14% | 0.19 | 0.21 | 270'000 | 200'000 | 270'725 | 200'000 | 50'702 | 41'542 | 99.42% | 99.42% |