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 | 36.30% | 0.02 | 0.03 | 600'000 | 200'000 | 681'492 | 227'164 | 15'320 | 7'378 | 98.44% | 98.44% |
19.12.2019 | 16.72% | 0.04 | 0.05 | 750'000 | 250'000 | 622'363 | 207'454 | 34'862 | 13'695 | 99.51% | 99.51% |
18.12.2019 | 12.39% | 0.07 | 0.08 | 600'000 | 200'000 | 600'000 | 200'000 | 45'927 | 17'309 | 99.98% | 99.98% |
17.12.2019 | 27.39% | 0.05 | 0.06 | 750'000 | 250'000 | 715'537 | 238'512 | 36'292 | 15'948 | 99.86% | 99.86% |
16.12.2019 | 22.62% | 0.05 | 0.07 | 750'000 | 250'000 | 626'159 | 208'720 | 47'826 | 19'985 | 99.97% | 99.97% |
13.12.2019 | 14.81% | 0.09 | 0.10 | 750'000 | 250'000 | 805'039 | 268'346 | 50'568 | 19'540 | 99.91% | 99.91% |
12.12.2019 | 8.74% | 0.09 | 0.10 | 750'000 | 250'000 | 631'406 | 210'469 | 69'563 | 25'292 | 97.81% | 97.81% |
11.12.2019 | 7.38% | 0.13 | 0.14 | 600'000 | 200'000 | 600'000 | 200'000 | 78'332 | 28'111 | 99.78% | 99.78% |
10.12.2019 | 9.88% | 0.11 | 0.12 | 600'000 | 200'000 | 641'522 | 213'841 | 61'639 | 22'685 | 99.72% | 99.72% |