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 | 140.21% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 2'123 | 12'000 | 17.69% | 93.98% |
19.12.2019 | 91.45% | 0.02 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 5'264 | 13'594 | 49.86% | 97.36% |
18.12.2019 | 139.41% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 2'161 | 12'000 | 97.91% | 98.88% |
17.12.2019 | 93.03% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 4'318 | 11'767 | 99.77% | 99.77% |
16.12.2019 | 34.53% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 9'955 | 13'955 | 100.00% | 100.00% |
13.12.2019 | 34.99% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 10'252 | 14'252 | 94.61% | 94.61% |
12.12.2019 | 60.16% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 5'358 | 9'413 | 97.90% | 97.90% |
11.12.2019 | 76.97% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 4'246 | 8'863 | 99.45% | 99.45% |
10.12.2019 | 108.34% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 2'437 | 8'000 | 98.39% | 98.39% |