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 | - | 0.03 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
18.12.2019 | 12.94% | 0.06 | 0.07 | 500'000 | 100'000 | 497'325 | 99'578 | 36'865 | 8'380 | 99.32% | 99.32% |
17.12.2019 | 7.40% | 0.11 | 0.12 | 460'000 | 100'000 | 388'799 | 100'000 | 50'619 | 14'206 | 100.00% | 100.00% |
16.12.2019 | 4.77% | 0.21 | 0.22 | 240'000 | 100'000 | 244'705 | 100'000 | 50'734 | 21'835 | 16.67% | 16.67% |
13.12.2019 | 6.95% | 0.12 | 0.15 | 25'000 | 25'000 | 260'839 | 93'370 | 46'519 | 17'901 | 99.41% | 99.41% |
12.12.2019 | 9.48% | 0.15 | 0.16 | 340'000 | 100'000 | 470'545 | 99'966 | 47'773 | 11'365 | 94.77% | 94.77% |
11.12.2019 | 11.73% | 0.10 | 0.11 | 500'000 | 100'000 | 499'197 | 100'000 | 40'991 | 9'216 | 99.99% | 100.00% |
10.12.2019 | 27.54% | 0.06 | 0.07 | 500'000 | 100'000 | 439'673 | 90'475 | 17'787 | 4'626 | 97.88% | 97.88% |
09.12.2019 | 10.31% | 0.08 | 0.09 | 500'000 | 100'000 | 500'000 | 100'000 | 46'141 | 10'228 | 100.00% | 100.00% |