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 | 4.30% | 0.47 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 91'036 | 95'036 | 98.48% | 98.48% |
19.12.2019 | 5.13% | 0.40 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 76'038 | 80'038 | 98.74% | 98.74% |
18.12.2019 | 4.44% | 0.41 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 88'220 | 92'220 | 97.49% | 97.49% |
17.12.2019 | 6.04% | 0.33 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 64'338 | 68'338 | 95.91% | 95.91% |
16.12.2019 | 4.97% | 0.43 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 78'762 | 82'762 | 99.19% | 99.19% |
13.12.2019 | 6.21% | 0.32 | 0.34 | 200'000 | 200'000 | 199'978 | 199'978 | 62'480 | 66'480 | 93.03% | 93.03% |
12.12.2019 | 5.63% | 0.35 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 69'191 | 73'191 | 99.01% | 99.01% |
11.12.2019 | 6.18% | 0.34 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 62'784 | 66'784 | 100.00% | 100.00% |
10.12.2019 | 6.54% | 0.32 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 59'430 | 63'430 | 100.00% | 100.00% |