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 | 145.95% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 16'000 | 46.97% | 98.93% |
18.12.2019 | 104.76% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 16'000 | 20.29% | 98.10% |
17.12.2019 | 137.53% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 13'899 | 40.05% | 98.34% |
16.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 84.26% | 97.76% |
13.12.2019 | 125.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 11'000 | 96.56% | 96.56% |
12.12.2019 | 65.16% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 6'491 | 12'187 | 98.60% | 98.60% |
11.12.2019 | 62.39% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'541 | 12'110 | 98.51% | 98.51% |
10.12.2019 | 49.59% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 7'794 | 12'847 | 97.39% | 97.39% |