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 | 18.15% | 0.06 | 0.07 | 300'000 | 100'000 | 300'000 | 100'000 | 15'033 | 6'011 | 100.00% | 100.00% |
19.12.2019 | 12.03% | 0.06 | 0.07 | 300'000 | 100'000 | 320'481 | 106'827 | 25'117 | 9'440 | 99.57% | 99.57% |
18.12.2019 | 9.63% | 0.10 | 0.11 | 300'000 | 100'000 | 301'965 | 100'655 | 29'839 | 10'953 | 99.91% | 99.91% |
17.12.2019 | 7.53% | 0.11 | 0.12 | 300'000 | 100'000 | 300'604 | 100'201 | 38'558 | 13'855 | 99.66% | 99.66% |
16.12.2019 | 9.88% | 0.14 | 0.15 | 300'000 | 100'000 | 421'916 | 140'639 | 40'503 | 14'907 | 99.97% | 99.97% |
13.12.2019 | 10.22% | 0.10 | 0.11 | 450'000 | 150'000 | 450'000 | 150'000 | 42'030 | 15'510 | 99.92% | 99.92% |
12.12.2019 | 8.92% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 48'356 | 17'619 | 98.83% | 98.83% |
11.12.2019 | 14.80% | 0.09 | 0.10 | 450'000 | 150'000 | 568'259 | 189'420 | 35'498 | 13'727 | 99.87% | 99.87% |
10.12.2019 | 13.84% | 0.06 | 0.07 | 600'000 | 200'000 | 578'713 | 192'904 | 39'041 | 14'943 | 99.65% | 99.65% |