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 | 145.82% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 2'508 | 16'000 | 46.52% | 98.91% |
18.12.2019 | 132.29% | 0.02 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 3'535 | 16'311 | 98.14% | 98.14% |
17.12.2019 | 105.05% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 4'982 | 16'000 | 20.35% | 98.35% |
16.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 19.79% | 97.74% |
13.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 78.06% | 96.58% |
12.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 44.60% | 98.62% |
11.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 98.22% | 98.52% |
10.12.2019 | 113.38% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 3'116 | 11'000 | 18.89% | 97.39% |