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 | 9.94% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 43'292 | 15'931 | 99.09% | 99.09% |
19.12.2019 | 13.71% | 0.07 | 0.08 | 450'000 | 150'000 | 451'443 | 150'504 | 31'070 | 11'863 | 99.65% | 99.65% |
18.12.2019 | 11.90% | 0.08 | 0.09 | 450'000 | 150'000 | 468'944 | 156'325 | 37'395 | 14'029 | 100.00% | 100.00% |
17.12.2019 | 14.22% | 0.06 | 0.07 | 600'000 | 200'000 | 600'000 | 200'000 | 39'777 | 15'259 | 100.00% | 100.00% |
16.12.2019 | 13.79% | 0.08 | 0.09 | 600'000 | 200'000 | 600'000 | 200'000 | 40'828 | 15'609 | 100.00% | 100.00% |
13.12.2019 | 14.70% | 0.05 | 0.06 | 750'000 | 250'000 | 731'703 | 243'901 | 46'768 | 18'028 | 99.75% | 99.75% |
12.12.2019 | 22.14% | 0.05 | 0.06 | 900'000 | 300'000 | 971'934 | 377'049 | 39'664 | 19'019 | 99.32% | 99.32% |
11.12.2019 | 25.35% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 402'801 | 35'071 | 18'141 | 99.86% | 99.86% |
10.12.2019 | 27.19% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 446'116 | 32'484 | 18'800 | 99.87% | 99.87% |