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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 96.26% |
19.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 90.14% |
18.12.2019 | 66.71% | 0.01 | 0.01 | 500'000 | 300'000 | 499'996 | 300'000 | 5'000 | 6'004 | 78.71% | 96.56% |
17.12.2019 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 5.90% | 99.42% |
16.12.2019 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 19.84% | 59.32% |
13.12.2019 | 66.46% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'038 | 6'023 | 62.41% | 91.56% |
12.12.2019 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 7.24% | 93.80% |
11.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.93% |
10.12.2019 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.89% |