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 | 13.33% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 | 40'000 | 34.13% | 34.13% |
19.12.2019 | 11.76% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 | 45'000 | 99.45% | 99.45% |
18.12.2019 | 11.76% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 | 45'000 | 100.00% | 100.00% |
17.12.2019 | 11.76% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 | 45'000 | 99.87% | 99.87% |
16.12.2019 | 12.20% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'220 | 43'610 | 99.74% | 99.74% |
13.12.2019 | 11.76% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 | 45'000 | 99.90% | 99.90% |
12.12.2019 | 10.94% | 0.08 | 0.09 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'640 | 48'320 | 99.60% | 99.60% |
11.12.2019 | 10.55% | 0.09 | 0.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'839 | 49'920 | 99.54% | 99.54% |
10.12.2019 | 10.53% | 0.09 | 0.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'000 | 50'000 | 99.88% | 99.88% |