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 | 290'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2019 | 107.90% | 0.01 | 0.02 | 290'000 | 290'000 | 290'000 | 290'000 | 1'779 | 5'800 | 33.32% | 94.05% |
18.12.2019 | 39.28% | 0.02 | 0.03 | 290'000 | 290'000 | 290'000 | 290'000 | 6'035 | 8'935 | 99.34% | 99.34% |
17.12.2019 | 57.41% | 0.02 | 0.03 | 290'000 | 290'000 | 290'000 | 290'000 | 3'741 | 6'641 | 99.51% | 99.51% |
16.12.2019 | 53.16% | 0.02 | 0.03 | 290'000 | 290'000 | 290'000 | 290'000 | 4'133 | 7'033 | 98.59% | 98.59% |
13.12.2019 | 44.71% | 0.01 | 0.02 | 290'000 | 290'000 | 290'000 | 290'000 | 5'360 | 8'260 | 82.29% | 82.29% |
12.12.2019 | 104.44% | 0.02 | 0.03 | 290'000 | 290'000 | 290'000 | 290'000 | 2'109 | 6'134 | 99.88% | 99.88% |
11.12.2019 | 105.55% | 0.01 | 0.02 | 290'000 | 290'000 | 290'000 | 290'000 | 1'843 | 5'800 | 99.76% | 99.76% |
10.12.2019 | 57.98% | 0.01 | 0.02 | 290'000 | 290'000 | 290'000 | 290'000 | 3'655 | 6'555 | 99.89% | 99.89% |