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 | 12.85% | 0.20 | 0.22 | 250'000 | 50'000 | 266'076 | 50'000 | 51'032 | 10'913 | 100.00% | 100.00% |
19.12.2019 | 15.77% | 0.15 | 0.17 | 340'000 | 50'000 | 339'776 | 50'000 | 50'844 | 8'789 | 100.00% | 100.00% |
18.12.2019 | 13.94% | 0.16 | 0.19 | 320'000 | 50'000 | 241'229 | 50'000 | 41'254 | 9'773 | 80.83% | 84.17% |
17.12.2019 | 15.84% | 0.16 | 0.19 | 150'000 | 50'000 | 150'000 | 50'000 | 23'080 | 9'010 | 96.61% | 96.61% |
16.12.2019 | 16.86% | 0.14 | 0.16 | 150'000 | 50'000 | 149'999 | 50'000 | 20'540 | 8'104 | 100.00% | 100.00% |
13.12.2019 | 19.04% | 0.13 | 0.16 | 50'000 | 50'000 | 150'000 | 50'000 | 18'438 | 7'432 | 97.64% | 98.61% |
12.12.2019 | 38.24% | 0.06 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 5'364 | 2'604 | 85.96% | 87.62% |
11.12.2019 | 59.29% | 0.03 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 3'279 | 1'993 | 100.00% | 100.00% |
10.12.2019 | 69.90% | 0.02 | 0.04 | 150'000 | 50'000 | 149'887 | 49'972 | 2'375 | 1'595 | 92.19% | 100.00% |