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 | 13.06% | 0.08 | 0.09 | 320'000 | 320'000 | 320'000 | 320'000 | 22'986 | 26'186 | 100.00% | 100.00% |
19.12.2019 | 16.75% | 0.06 | 0.07 | 320'000 | 320'000 | 320'000 | 320'000 | 17'933 | 21'133 | 100.00% | 100.00% |
18.12.2019 | 14.64% | 0.07 | 0.08 | 340'000 | 340'000 | 340'000 | 340'000 | 21'625 | 25'025 | 100.00% | 100.00% |
17.12.2019 | 15.58% | 0.07 | 0.08 | 360'000 | 360'000 | 359'976 | 360'000 | 21'391 | 24'992 | 100.00% | 100.00% |
16.12.2019 | 18.85% | 0.06 | 0.07 | 480'000 | 480'000 | 479'997 | 480'000 | 23'280 | 28'080 | 99.72% | 99.72% |
13.12.2019 | 23.36% | 0.04 | 0.05 | 600'000 | 600'000 | 599'956 | 600'000 | 22'847 | 28'849 | 98.74% | 98.74% |
12.12.2019 | 38.24% | 0.03 | 0.04 | 600'000 | 600'000 | 600'000 | 600'000 | 12'883 | 18'883 | 99.42% | 99.42% |
11.12.2019 | 47.38% | 0.02 | 0.03 | 600'000 | 600'000 | 600'000 | 600'000 | 9'814 | 15'814 | 99.94% | 99.94% |
10.12.2019 | 57.01% | 0.02 | 0.03 | 600'000 | 600'000 | 600'000 | 600'000 | 7'786 | 13'786 | 100.00% | 100.00% |