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 | - | - |
30.12.2019 | 6.58% | 0.15 | 0.16 | 500'000 | 500'000 | 500'000 | 500'000 | 74'408 | 79'408 | 100.00% | 100.00% |
27.12.2019 | 5.48% | 0.18 | 0.19 | 500'000 | 500'000 | 499'999 | 499'945 | 89'049 | 94'040 | 100.00% | 100.00% |
23.12.2019 | 3.10% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 158'854 | 163'854 | 100.00% | 100.00% |
20.12.2019 | 3.31% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 149'054 | 154'054 | 100.00% | 100.00% |
19.12.2019 | 3.22% | 0.27 | 0.28 | 500'000 | 500'000 | 500'000 | 500'000 | 153'069 | 158'069 | 100.00% | 100.00% |
18.12.2019 | 2.84% | 0.31 | 0.32 | 500'000 | 500'000 | 500'000 | 500'000 | 174'074 | 179'074 | 98.86% | 98.86% |
17.12.2019 | 2.64% | 0.34 | 0.35 | 500'000 | 500'000 | 500'000 | 499'956 | 187'738 | 192'722 | 99.59% | 99.59% |
16.12.2019 | 2.52% | 0.39 | 0.40 | 500'000 | 500'000 | 500'000 | 500'000 | 196'266 | 201'266 | 100.00% | 100.00% |
13.12.2019 | 2.26% | 0.47 | 0.48 | 500'000 | 500'000 | 500'000 | 499'998 | 219'474 | 224'473 | 100.00% | 100.00% |