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 | 5.91% | 0.34 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 65'690 | 69'690 | 59.25% | 59.25% |
19.12.2019 | 6.26% | 0.31 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 61'886 | 65'886 | 68.83% | 68.83% |
18.12.2019 | 6.46% | 0.31 | 0.33 | 200'000 | 200'000 | 199'618 | 200'000 | 60'101 | 64'226 | 52.38% | 53.08% |
17.12.2019 | 6.28% | 0.31 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 61'672 | 65'672 | 88.67% | 88.67% |
16.12.2019 | 7.14% | 0.30 | 0.32 | 200'000 | 200'000 | 200'025 | 200'000 | 54'126 | 58'120 | 87.56% | 87.56% |
13.12.2019 | 6.40% | 0.26 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 60'689 | 64'689 | 56.53% | 56.53% |
12.12.2019 | 8.08% | 0.25 | 0.27 | 210'000 | 200'000 | 281'622 | 200'000 | 50'901 | 39'824 | 77.51% | 77.51% |
11.12.2019 | 8.65% | 0.14 | 0.15 | 370'000 | 200'000 | 454'881 | 200'000 | 50'330 | 24'320 | 98.59% | 98.59% |
10.12.2019 | 11.46% | 0.09 | 0.10 | 500'000 | 200'000 | 494'724 | 200'000 | 41'474 | 18'847 | 99.38% | 99.38% |