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 | 15.28% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'994 | 250'000 | 30'974 | 8'994 | 100.00% | 100.00% |
19.12.2019 | 11.88% | 0.05 | 0.05 | 1'000'000 | 250'000 | 996'553 | 264'353 | 39'886 | 12'082 | 100.00% | 100.00% |
18.12.2019 | 7.52% | 0.07 | 0.07 | 775'000 | 400'000 | 791'701 | 404'037 | 50'719 | 27'928 | 100.00% | 100.00% |
17.12.2019 | 7.66% | 0.08 | 0.08 | 675'000 | 350'000 | 809'038 | 412'718 | 50'777 | 27'999 | 100.00% | 100.00% |
16.12.2019 | 6.80% | 0.08 | 0.09 | 625'000 | 325'000 | 712'444 | 366'381 | 50'598 | 27'884 | 98.43% | 98.43% |
13.12.2019 | 6.49% | 0.09 | 0.10 | 625'000 | 325'000 | 682'913 | 357'075 | 50'941 | 28'534 | 99.89% | 99.89% |
12.12.2019 | 15.35% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'602 | 8'901 | 99.66% | 99.66% |
11.12.2019 | 17.51% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'209 | 7'802 | 99.77% | 99.77% |
10.12.2019 | 11.62% | 0.04 | 0.04 | 1'000'000 | 250'000 | 982'141 | 275'028 | 40'427 | 13'153 | 90.17% | 90.17% |