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 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2019 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.90% |
18.12.2019 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.12% |
17.12.2019 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.32% |
16.12.2019 | - | 0.01 | 0.02 | 500'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.60% |
13.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 98.10% | 98.10% |
12.12.2019 | 125.34% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'529 | 11'000 | 98.46% | 98.46% |
11.12.2019 | 75.09% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 4'995 | 11'000 | 98.50% | 98.50% |
10.12.2019 | 74.83% | 0.01 | 0.02 | 500'000 | 500'000 | 499'997 | 500'000 | 5'016 | 11'009 | 97.90% | 97.90% |