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 | 4.19% | 0.33 | 0.34 | 600'000 | 200'000 | 600'000 | 200'000 | 211'131 | 73'377 | 98.00% | 98.00% |
19.12.2019 | 3.71% | 0.41 | 0.43 | 600'000 | 200'000 | 600'000 | 200'000 | 238'200 | 82'400 | 99.24% | 99.24% |
18.12.2019 | 2.96% | 0.50 | 0.52 | 600'000 | 200'000 | 600'000 | 200'000 | 299'914 | 102'971 | 99.83% | 99.83% |
17.12.2019 | 2.85% | 0.51 | 0.52 | 600'000 | 200'000 | 600'000 | 200'000 | 311'202 | 106'734 | 99.74% | 99.74% |
16.12.2019 | 2.56% | 0.60 | 0.61 | 600'000 | 200'000 | 600'000 | 200'000 | 347'733 | 118'911 | 99.67% | 99.67% |
13.12.2019 | 2.44% | 0.56 | 0.57 | 600'000 | 200'000 | 600'000 | 200'000 | 364'983 | 124'661 | 97.43% | 97.43% |
12.12.2019 | 2.98% | 0.55 | 0.56 | 600'000 | 200'000 | 712'823 | 237'608 | 353'078 | 121'257 | 98.24% | 98.24% |
11.12.2019 | 3.02% | 0.50 | 0.51 | 750'000 | 250'000 | 738'651 | 246'217 | 361'288 | 124'123 | 99.24% | 99.24% |
10.12.2019 | 3.19% | 0.50 | 0.52 | 750'000 | 250'000 | 750'000 | 250'000 | 348'103 | 119'784 | 99.19% | 99.19% |