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 | 5.80% | 0.11 | 0.14 | 500'000 | 500'000 | 499'154 | 499'614 | 86'611 | 91'708 | 99.26% | 99.26% |
19.12.2019 | 2.57% | 0.33 | 0.34 | 500'000 | 500'000 | 498'361 | 499'076 | 192'557 | 197'886 | 99.06% | 99.06% |
18.12.2019 | 3.72% | 0.33 | 0.34 | 500'000 | 500'000 | 499'776 | 497'993 | 134'435 | 138'940 | 99.61% | 99.61% |
17.12.2019 | 2.16% | 0.44 | 0.45 | 500'000 | 500'000 | 499'929 | 499'865 | 228'880 | 233'856 | 98.53% | 98.53% |
16.12.2019 | 2.15% | 0.37 | 0.38 | 500'000 | 500'000 | 500'000 | 498'354 | 231'257 | 235'587 | 100.00% | 100.00% |
13.12.2019 | 1.75% | 0.64 | 0.65 | 500'000 | 500'000 | 499'879 | 499'605 | 284'307 | 289'155 | 95.39% | 95.39% |
12.12.2019 | 1.42% | 0.58 | 0.59 | 500'000 | 500'000 | 499'926 | 499'929 | 351'170 | 356'178 | 94.57% | 94.57% |
11.12.2019 | 1.25% | 0.73 | 0.74 | 500'000 | 500'000 | 499'994 | 499'949 | 397'240 | 402'208 | 94.71% | 94.71% |
10.12.2019 | 1.18% | 0.79 | 0.80 | 500'000 | 500'000 | 500'000 | 499'994 | 422'442 | 427'438 | 97.16% | 97.16% |