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 | - | - |
19.12.2019 | 13.36% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 36'638 | 8'363 | 100.00% | 100.00% |
18.12.2019 | 14.06% | 0.08 | 0.09 | 500'000 | 100'000 | 500'000 | 100'000 | 38'017 | 8'729 | 100.00% | 100.00% |
17.12.2019 | 12.89% | 0.10 | 0.11 | 500'000 | 100'000 | 499'749 | 100'000 | 41'174 | 9'354 | 100.00% | 100.00% |
16.12.2019 | 13.27% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 100'000 | 38'244 | 8'730 | 100.00% | 100.00% |
13.12.2019 | 11.29% | 0.11 | 0.12 | 460'000 | 100'000 | 485'031 | 100'000 | 45'310 | 10'505 | 100.00% | 100.00% |
12.12.2019 | 9.19% | 0.09 | 0.10 | 500'000 | 100'000 | 445'444 | 100'000 | 48'873 | 12'147 | 100.00% | 100.00% |
11.12.2019 | 9.16% | 0.11 | 0.12 | 460'000 | 100'000 | 418'703 | 100'000 | 50'473 | 13'304 | 100.00% | 100.00% |
10.12.2019 | 6.85% | 0.11 | 0.12 | 460'000 | 100'000 | 347'854 | 100'000 | 50'846 | 16'054 | 100.00% | 100.00% |
09.12.2019 | 9.84% | 0.12 | 0.13 | 420'000 | 100'000 | 476'848 | 100'000 | 48'230 | 11'210 | 100.00% | 100.00% |