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 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2019 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
18.12.2019 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.11% |
17.12.2019 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
16.12.2019 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.74% |
13.12.2019 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 96.54% |
12.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 78.05% | 98.65% |
11.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 16.86% | 98.43% |
10.12.2019 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.43% |