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 | 2.27% | 0.65 | 0.67 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 653'183 | 267'273 | 99.34% | 99.34% |
19.12.2019 | 2.39% | 0.64 | 0.66 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 619'721 | 253'888 | 99.85% | 99.85% |
18.12.2019 | 2.29% | 0.64 | 0.65 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 648'298 | 265'319 | 99.94% | 99.94% |
17.12.2019 | 2.60% | 0.59 | 0.61 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 570'289 | 234'116 | 99.88% | 99.88% |
16.12.2019 | 2.87% | 0.52 | 0.54 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 515'701 | 212'280 | 99.97% | 99.97% |
13.12.2019 | 3.22% | 0.45 | 0.47 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 457'920 | 189'168 | 99.11% | 99.11% |
12.12.2019 | 3.21% | 0.46 | 0.48 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 460'046 | 190'018 | 99.32% | 99.32% |
11.12.2019 | 3.36% | 0.44 | 0.46 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 438'957 | 181'583 | 99.58% | 99.58% |
10.12.2019 | 3.63% | 0.43 | 0.44 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 406'431 | 168'573 | 99.65% | 99.65% |