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 | 0.89% | 1.77 | 1.79 | 500'000 | 100'000 | 500'000 | 100'000 | 899'888 | 181'578 | 99.14% | 99.14% |
19.12.2019 | 0.85% | 1.81 | 1.83 | 500'000 | 100'000 | 500'000 | 100'000 | 896'542 | 180'832 | 99.54% | 99.54% |
18.12.2019 | 0.79% | 1.78 | 1.79 | 500'000 | 100'000 | 500'000 | 100'000 | 887'344 | 178'869 | 99.96% | 99.96% |
17.12.2019 | 0.80% | 1.75 | 1.77 | 500'000 | 100'000 | 500'000 | 100'000 | 875'525 | 176'505 | 99.89% | 99.89% |
16.12.2019 | 0.80% | 1.75 | 1.77 | 500'000 | 100'000 | 500'000 | 100'000 | 872'336 | 175'867 | 99.83% | 99.83% |
13.12.2019 | 0.83% | 1.69 | 1.70 | 500'000 | 100'000 | 500'000 | 100'000 | 838'285 | 169'057 | 98.75% | 98.75% |
12.12.2019 | 0.82% | 1.69 | 1.70 | 500'000 | 100'000 | 500'000 | 100'000 | 848'995 | 171'199 | 98.94% | 98.94% |
11.12.2019 | 0.82% | 1.71 | 1.72 | 500'000 | 100'000 | 500'000 | 100'000 | 851'202 | 171'640 | 99.64% | 99.64% |
10.12.2019 | 0.81% | 1.72 | 1.73 | 500'000 | 100'000 | 500'000 | 100'000 | 858'946 | 173'189 | 99.39% | 99.39% |