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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 90.70% |
19.12.2019 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
18.12.2019 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 25.65% | 95.04% |
17.12.2019 | 80.49% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'090 | 20'562 | 99.45% | 99.45% |
16.12.2019 | 36.78% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'677 | 32'677 | 99.69% | 99.69% |
13.12.2019 | 24.66% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 37'554 | 47'555 | 92.15% | 92.15% |
12.12.2019 | 42.63% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'107 | 30'107 | 90.91% | 90.91% |
11.12.2019 | 48.51% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'727 | 26'727 | 98.45% | 98.45% |
10.12.2019 | 104.69% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 999'750 | 6'435 | 19'995 | 98.19% | 98.19% |