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 | 1.78% | 0.68 | 0.69 | 1'000'000 | 250'000 | 999'999 | 250'000 | 668'754 | 170'189 | 98.92% | 98.92% |
19.12.2019 | 1.88% | 0.61 | 0.63 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 593'639 | 151'222 | 99.50% | 99.50% |
18.12.2019 | 1.52% | 0.62 | 0.63 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 654'787 | 166'197 | 99.91% | 99.91% |
17.12.2019 | 1.85% | 0.54 | 0.55 | 1'000'000 | 250'000 | 1'000'000 | 251'262 | 534'858 | 136'910 | 99.88% | 99.88% |
16.12.2019 | 1.63% | 0.64 | 0.65 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 607'389 | 246'956 | 99.81% | 99.81% |
13.12.2019 | 1.89% | 0.54 | 0.55 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 525'209 | 214'084 | 98.57% | 98.57% |
12.12.2019 | 1.78% | 0.56 | 0.57 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 557'326 | 226'930 | 98.93% | 98.93% |
11.12.2019 | 1.90% | 0.55 | 0.56 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 522'968 | 213'187 | 99.61% | 99.61% |
10.12.2019 | 1.96% | 0.53 | 0.54 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 505'427 | 206'171 | 99.52% | 99.52% |