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 | 46.52% | 98.88% |
18.12.2019 | 133.56% | 0.01 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 3'406 | 16'234 | 98.17% | 98.17% |
17.12.2019 | 134.74% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 2'972 | 15'145 | 98.36% | 98.36% |
16.12.2019 | 75.97% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 4'952 | 11'000 | 97.77% | 97.77% |
13.12.2019 | 46.82% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 10'470 | 15'867 | 96.56% | 96.56% |
12.12.2019 | 113.68% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 3'227 | 11'148 | 98.57% | 98.57% |
11.12.2019 | 123.28% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'630 | 11'000 | 98.52% | 98.52% |
10.12.2019 | 115.09% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 3'093 | 11'072 | 97.42% | 97.42% |