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 | 18.12% | 0.10 | 0.12 | 500'000 | 100'000 | 492'047 | 100'000 | 49'458 | 12'067 | 100.00% | 100.00% |
19.12.2019 | 16.34% | 0.11 | 0.13 | 460'000 | 100'000 | 449'499 | 100'000 | 50'509 | 13'263 | 100.00% | 100.00% |
18.12.2019 | 15.41% | 0.12 | 0.14 | 420'000 | 100'000 | 420'652 | 100'000 | 50'403 | 13'984 | 100.00% | 100.00% |
17.12.2019 | 14.22% | 0.13 | 0.15 | 390'000 | 100'000 | 387'784 | 100'000 | 50'642 | 15'074 | 100.00% | 100.00% |
16.12.2019 | 12.96% | 0.15 | 0.17 | 340'000 | 100'000 | 350'969 | 100'000 | 50'671 | 16'452 | 100.00% | 100.00% |
13.12.2019 | 14.73% | 0.14 | 0.16 | 360'000 | 100'000 | 401'844 | 100'000 | 50'551 | 14'612 | 100.00% | 100.00% |
12.12.2019 | 16.16% | 0.12 | 0.14 | 420'000 | 100'000 | 443'992 | 100'000 | 50'528 | 13'406 | 100.00% | 100.00% |
11.12.2019 | 18.84% | 0.10 | 0.12 | 500'000 | 100'000 | 500'000 | 100'000 | 48'191 | 11'638 | 100.00% | 100.00% |
10.12.2019 | 19.63% | 0.09 | 0.11 | 500'000 | 100'000 | 500'000 | 100'000 | 38'757 | 9'464 | 100.00% | 100.00% |