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 | - | - |
30.12.2019 | 32.57% | 0.25 | 0.26 | 500'000 | 500'000 | 500'000 | 500'000 | 61'172 | 79'970 | 99.32% | 99.32% |
27.12.2019 | 81.82% | 0.05 | 0.08 | 500'000 | 500'000 | 499'978 | 499'999 | 26'432 | 63'658 | 100.00% | 100.00% |
23.12.2019 | 3.76% | 0.23 | 0.24 | 500'000 | 500'000 | 500'000 | 499'999 | 131'854 | 136'854 | 100.00% | 100.00% |
20.12.2019 | 2.70% | 0.31 | 0.32 | 500'000 | 500'000 | 499'995 | 499'988 | 184'454 | 189'452 | 100.00% | 100.00% |
19.12.2019 | 2.01% | 0.46 | 0.47 | 500'000 | 500'000 | 500'000 | 499'997 | 246'607 | 251'605 | 100.00% | 100.00% |
18.12.2019 | 2.04% | 0.47 | 0.48 | 500'000 | 500'000 | 499'987 | 500'000 | 243'051 | 248'058 | 99.36% | 99.36% |
17.12.2019 | 1.80% | 0.51 | 0.52 | 500'000 | 500'000 | 500'000 | 499'975 | 276'045 | 281'030 | 99.55% | 99.55% |
16.12.2019 | 1.80% | 0.47 | 0.48 | 500'000 | 500'000 | 500'000 | 500'000 | 276'664 | 281'664 | 100.00% | 100.00% |
13.12.2019 | 1.74% | 0.68 | 0.69 | 500'000 | 500'000 | 499'713 | 499'614 | 285'973 | 290'909 | 99.33% | 99.33% |