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 | 21.44% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 42'348 | 20'939 | 98.30% | 98.30% |
19.12.2019 | 24.26% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 719'044 | 37'226 | 33'646 | 99.52% | 99.52% |
18.12.2019 | 12.10% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 444'570 | 78'104 | 38'968 | 99.99% | 99.99% |
17.12.2019 | 13.54% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 518'580 | 70'004 | 41'197 | 99.95% | 99.95% |
16.12.2019 | 10.66% | 0.10 | 0.11 | 1'000'000 | 500'000 | 1'000'000 | 472'970 | 89'500 | 46'804 | 99.97% | 99.97% |
13.12.2019 | 11.16% | 0.07 | 0.08 | 1'000'000 | 750'000 | 1'000'000 | 563'473 | 86'685 | 53'433 | 99.41% | 99.41% |
12.12.2019 | 15.01% | 0.08 | 0.09 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 62'811 | 54'608 | 99.57% | 99.57% |
11.12.2019 | 20.91% | 0.05 | 0.06 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 43'413 | 40'060 | 99.68% | 99.68% |
10.12.2019 | 20.21% | 0.05 | 0.06 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 45'004 | 41'253 | 99.97% | 99.97% |