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 | 7.65% | 0.13 | 0.14 | 450'000 | 150'000 | 450'000 | 150'000 | 56'579 | 20'360 | 99.63% | 99.63% |
18.12.2019 | 8.10% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 53'371 | 19'290 | 98.49% | 98.49% |
17.12.2019 | 15.11% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 45'722 | 17'652 | 99.77% | 99.77% |
16.12.2019 | 10.75% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 39'688 | 14'729 | 99.74% | 99.74% |
13.12.2019 | 10.35% | 0.08 | 0.09 | 450'000 | 150'000 | 452'131 | 150'710 | 41'721 | 15'414 | 99.67% | 99.67% |
12.12.2019 | 19.24% | 0.07 | 0.08 | 600'000 | 200'000 | 714'466 | 238'155 | 33'969 | 13'705 | 99.59% | 99.59% |
11.12.2019 | 20.64% | 0.03 | 0.04 | 900'000 | 300'000 | 757'802 | 252'601 | 33'270 | 13'616 | 99.54% | 99.54% |
10.12.2019 | 17.58% | 0.05 | 0.06 | 750'000 | 250'000 | 735'688 | 245'229 | 38'267 | 15'208 | 99.72% | 99.72% |
09.12.2019 | 13.85% | 0.06 | 0.07 | 600'000 | 200'000 | 608'149 | 202'716 | 41'104 | 15'729 | 99.68% | 99.68% |