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 | 39.98% | 0.07 | 0.10 | 330'000 | 330'000 | 329'451 | 330'000 | 19'919 | 29'855 | 92.43% | 92.43% |
19.12.2019 | 55.63% | 0.03 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 16'153 | 27'993 | 96.72% | 96.80% |
18.12.2019 | 31.82% | 0.05 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 26'698 | 36'697 | 98.00% | 98.00% |
17.12.2019 | 21.81% | 0.07 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 37'564 | 46'735 | 95.52% | 95.52% |
16.12.2019 | 73.85% | 0.09 | 0.10 | 500'000 | 500'000 | 499'999 | 500'000 | 21'009 | 41'986 | 97.61% | 97.61% |
13.12.2019 | 11.78% | 0.04 | 0.05 | 500'000 | 460'000 | 500'000 | 499'945 | 43'038 | 48'036 | 97.28% | 97.28% |
12.12.2019 | 29.26% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 17'564 | 22'564 | 98.32% | 98.32% |
11.12.2019 | 28.71% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'052 | 20'052 | 98.57% | 98.57% |
10.12.2019 | 33.48% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 12'971 | 17'971 | 97.90% | 97.90% |