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 | 24.77% | 0.08 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 34'921 | 8'949 | 97.58% | 97.58% |
19.12.2019 | 21.35% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 21'259 | 5'252 | 81.01% | 81.01% |
18.12.2019 | 19.61% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 23'946 | 5'789 | 98.69% | 98.69% |
17.12.2019 | 20.45% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 22'862 | 5'572 | 89.71% | 89.71% |
16.12.2019 | 16.64% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 27'750 | 6'550 | 99.68% | 99.68% |
13.12.2019 | 17.86% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 26'361 | 6'272 | 89.19% | 89.19% |
12.12.2019 | 18.15% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 25'619 | 6'124 | 95.53% | 95.53% |
11.12.2019 | 18.73% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 24'549 | 5'910 | 99.59% | 99.59% |
10.12.2019 | 23.85% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 19'668 | 4'934 | 89.82% | 89.82% |