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 | 22.30% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 29'674 | 3'721 | 98.37% | 98.37% |
19.12.2019 | 35.32% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 17'629 | 2'506 | 100.00% | 100.00% |
18.12.2019 | 33.68% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 16'183 | 2'267 | 99.99% | 99.99% |
17.12.2019 | 35.51% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 16'364 | 2'339 | 100.00% | 100.00% |
16.12.2019 | 22.28% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 27'762 | 3'453 | 99.99% | 99.99% |
13.12.2019 | 24.37% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 23'325 | 2'968 | 99.26% | 99.26% |
12.12.2019 | 69.17% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 7'969 | 1'569 | 98.83% | 98.83% |
11.12.2019 | 57.60% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 8'533 | 1'500 | 100.00% | 100.00% |
10.12.2019 | 48.97% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 10'947 | 1'803 | 100.00% | 100.00% |