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 | 3.77% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 156'064 | 54'021 | 98.47% | 98.47% |
19.12.2019 | 4.74% | 0.20 | 0.21 | 600'000 | 200'000 | 600'000 | 200'000 | 124'025 | 43'342 | 99.41% | 99.41% |
18.12.2019 | 4.36% | 0.22 | 0.23 | 600'000 | 200'000 | 600'000 | 200'000 | 134'955 | 46'985 | 99.99% | 99.99% |
17.12.2019 | 4.75% | 0.21 | 0.22 | 600'000 | 200'000 | 603'672 | 201'224 | 124'468 | 43'502 | 99.86% | 99.86% |
16.12.2019 | 5.18% | 0.19 | 0.20 | 600'000 | 200'000 | 642'012 | 214'004 | 120'627 | 42'349 | 100.00% | 100.00% |
13.12.2019 | 5.48% | 0.19 | 0.20 | 750'000 | 250'000 | 750'000 | 250'000 | 133'556 | 47'019 | 99.09% | 99.09% |
12.12.2019 | 12.24% | 0.11 | 0.12 | 750'000 | 250'000 | 750'000 | 250'000 | 59'183 | 22'228 | 99.37% | 99.37% |
11.12.2019 | 15.23% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 45'735 | 17'745 | 99.78% | 99.78% |
10.12.2019 | 18.29% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 37'996 | 15'165 | 100.00% | 100.00% |