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 | 160.00% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 4'500 | 100.00% | 100.00% |
19.12.2019 | 130.51% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'157 | 5'079 | 99.59% | 99.59% |
18.12.2019 | 71.04% | 0.01 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'424 | 7'712 | 99.92% | 99.92% |
17.12.2019 | 57.54% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'424 | 11'712 | 99.89% | 99.89% |
16.12.2019 | 32.67% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 488'248 | 26'971 | 17'894 | 100.00% | 100.00% |
13.12.2019 | 28.06% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 496'018 | 29'086 | 18'685 | 97.96% | 97.96% |
12.12.2019 | 42.03% | 0.03 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'937 | 11'968 | 99.67% | 99.67% |
11.12.2019 | 54.17% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'224 | 9'612 | 99.89% | 99.89% |
10.12.2019 | 74.64% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'214 | 7'774 | 98.19% | 98.19% |