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 | - | - |
19.12.2019 | 25.34% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 999'464 | 999'548 | 24'260 | 29'607 | 99.90% | 99.90% |
18.12.2019 | 29.23% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'425 | 999'641 | 21'676 | 27'210 | 99.03% | 99.03% |
17.12.2019 | 6.85% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 998'268 | 999'330 | 70'931 | 76'009 | 100.00% | 100.00% |
16.12.2019 | 6.96% | 0.05 | 0.06 | 980'000 | 1'000'000 | 999'353 | 997'632 | 80'143 | 85'831 | 99.86% | 99.86% |
13.12.2019 | 6.25% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 999'958 | 999'951 | 158'559 | 168'558 | 99.55% | 99.55% |
12.12.2019 | 3.85% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'956 | 999'956 | 260'284 | 270'282 | 99.68% | 99.68% |
11.12.2019 | 3.01% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 329'703 | 339'703 | 99.92% | 99.92% |
10.12.2019 | 2.68% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 999'959 | 999'841 | 372'640 | 382'598 | 93.95% | 94.18% |
09.12.2019 | 4.20% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 999'954 | 999'933 | 234'076 | 244'072 | 100.00% | 100.00% |