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 | 11.21% | 0.17 | 0.19 | 300'000 | 300'000 | 304'585 | 300'000 | 51'305 | 56'571 | 96.29% | 96.29% |
19.12.2019 | 10.53% | 0.18 | 0.20 | 300'000 | 300'000 | 299'999 | 300'000 | 54'015 | 60'018 | 90.14% | 90.14% |
18.12.2019 | 9.84% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 58'004 | 64'004 | 96.66% | 96.66% |
17.12.2019 | 10.59% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 53'680 | 59'680 | 99.42% | 99.42% |
16.12.2019 | 10.79% | 0.18 | 0.20 | 300'000 | 300'000 | 299'993 | 300'000 | 52'737 | 58'745 | 82.91% | 82.91% |
13.12.2019 | 10.86% | 0.16 | 0.18 | 320'000 | 300'000 | 303'190 | 300'000 | 52'926 | 58'427 | 90.58% | 91.78% |
12.12.2019 | 13.80% | 0.16 | 0.18 | 320'000 | 300'000 | 376'222 | 300'000 | 50'751 | 46'682 | 93.77% | 93.77% |
11.12.2019 | 14.28% | 0.13 | 0.15 | 390'000 | 300'000 | 389'759 | 300'000 | 50'694 | 45'024 | 98.93% | 98.93% |
10.12.2019 | 13.93% | 0.13 | 0.15 | 390'000 | 300'000 | 378'619 | 300'000 | 50'580 | 46'140 | 99.89% | 99.89% |