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 | 14.48% | 0.14 | 0.16 | 370'000 | 200'000 | 395'045 | 200'000 | 50'605 | 29'662 | 94.75% | 94.75% |
19.12.2019 | 16.52% | 0.11 | 0.13 | 450'000 | 200'000 | 455'935 | 200'000 | 50'627 | 26'245 | 73.39% | 73.39% |
18.12.2019 | 17.27% | 0.11 | 0.13 | 460'000 | 200'000 | 476'066 | 200'000 | 50'392 | 25'208 | 88.17% | 88.17% |
17.12.2019 | 14.39% | 0.11 | 0.13 | 450'000 | 200'000 | 443'100 | 200'000 | 50'623 | 26'464 | 93.30% | 93.30% |
16.12.2019 | 10.89% | 0.11 | 0.12 | 460'000 | 200'000 | 499'326 | 200'000 | 43'671 | 19'499 | 99.55% | 99.55% |
13.12.2019 | 8.26% | 0.08 | 0.09 | 500'000 | 200'000 | 427'322 | 200'000 | 49'841 | 25'619 | 88.95% | 89.12% |
12.12.2019 | 22.79% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 20'766 | 10'309 | 88.38% | 88.38% |
11.12.2019 | 51.18% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 7'527 | 5'011 | 100.00% | 100.00% |
10.12.2019 | 63.33% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'566 | 4'226 | 97.88% | 97.88% |