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 | 77.76% | 0.02 | 0.04 | 500'000 | 300'000 | 499'999 | 300'000 | 6'932 | 9'189 | 62.19% | 66.47% |
19.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 81.75% |
18.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 95.10% |
17.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 91.94% |
16.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 78.50% |
13.12.2019 | - | 0.01 | 0.01 | 500'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 88.98% |
12.12.2019 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 1.28% | 99.36% |
11.12.2019 | 66.70% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'003 | 62.99% | 89.51% |
10.12.2019 | 66.83% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'015 | 60.78% | 73.39% |