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 | 4.66% | 0.22 | 0.23 | 450'000 | 150'000 | 450'000 | 150'000 | 94'539 | 33'013 | 99.82% | 99.82% |
19.12.2019 | 6.02% | 0.17 | 0.18 | 450'000 | 150'000 | 450'000 | 150'000 | 72'515 | 25'672 | 99.74% | 99.74% |
18.12.2019 | 7.07% | 0.17 | 0.18 | 450'000 | 150'000 | 450'000 | 150'000 | 61'751 | 22'084 | 99.99% | 99.99% |
17.12.2019 | 7.45% | 0.15 | 0.16 | 450'000 | 150'000 | 462'114 | 154'038 | 59'764 | 21'462 | 99.96% | 99.96% |
16.12.2019 | 6.34% | 0.13 | 0.14 | 450'000 | 150'000 | 450'816 | 150'272 | 69'409 | 24'639 | 100.00% | 100.00% |
13.12.2019 | 7.01% | 0.14 | 0.14 | 600'000 | 200'000 | 600'000 | 200'000 | 82'928 | 29'643 | 99.75% | 99.75% |
12.12.2019 | 13.68% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 51'918 | 19'806 | 99.62% | 99.62% |
11.12.2019 | 14.64% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 47'804 | 18'435 | 99.82% | 99.82% |
10.12.2019 | 12.72% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 55'657 | 21'052 | 99.93% | 99.93% |