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 | - | - |
08.01.2020 | 12.86% | 0.08 | 0.10 | 500'000 | 100'000 | 499'609 | 100'000 | 43'313 | 9'856 | 95.82% | 95.82% |
07.01.2020 | 11.31% | 0.08 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 42'966 | 9'620 | 100.00% | 100.00% |
06.01.2020 | 11.07% | 0.09 | 0.11 | 500'000 | 100'000 | 480'139 | 100'000 | 49'574 | 11'583 | 99.93% | 99.93% |
03.01.2020 | 16.70% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 30'708 | 7'247 | 100.00% | 100.00% |
30.12.2019 | 21.91% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 23'607 | 5'867 | 100.00% | 100.00% |
27.12.2019 | 21.97% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 20'970 | 5'224 | 100.00% | 100.00% |
23.12.2019 | 23.21% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 22'407 | 5'640 | 100.00% | 100.00% |
20.12.2019 | 14.06% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 36'966 | 8'502 | 100.00% | 100.00% |
19.12.2019 | 11.34% | 0.09 | 0.10 | 500'000 | 100'000 | 500'000 | 100'000 | 44'549 | 9'978 | 100.00% | 100.00% |