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 | 3.85% | 0.26 | 0.27 | 450'000 | 150'000 | 450'000 | 150'000 | 114'593 | 39'698 | 99.06% | 99.06% |
19.12.2019 | 4.37% | 0.22 | 0.23 | 450'000 | 150'000 | 450'000 | 150'000 | 101'145 | 35'215 | 99.35% | 99.35% |
18.12.2019 | 4.39% | 0.23 | 0.24 | 450'000 | 150'000 | 450'000 | 150'000 | 100'405 | 34'968 | 100.00% | 100.00% |
17.12.2019 | 4.60% | 0.22 | 0.23 | 450'000 | 150'000 | 481'232 | 160'411 | 102'170 | 35'661 | 99.92% | 99.92% |
16.12.2019 | 5.22% | 0.20 | 0.21 | 600'000 | 200'000 | 599'989 | 200'000 | 112'298 | 39'433 | 99.98% | 99.98% |
13.12.2019 | 6.05% | 0.17 | 0.18 | 600'000 | 200'000 | 599'976 | 200'000 | 96'410 | 34'138 | 99.68% | 99.68% |
12.12.2019 | 8.77% | 0.13 | 0.14 | 600'000 | 200'000 | 740'417 | 246'806 | 81'151 | 29'518 | 99.54% | 99.54% |
11.12.2019 | 10.33% | 0.10 | 0.11 | 750'000 | 250'000 | 755'388 | 251'796 | 69'497 | 25'684 | 99.78% | 99.78% |
10.12.2019 | 12.46% | 0.08 | 0.09 | 900'000 | 300'000 | 861'392 | 287'131 | 65'511 | 24'708 | 99.93% | 99.93% |