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 | 100.00% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 3'750 | 3'750 | 100.00% | 100.00% |
19.12.2019 | 100.00% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 3'750 | 3'750 | 99.75% | 99.75% |
18.12.2019 | 89.69% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 4'624 | 4'041 | 99.97% | 99.97% |
17.12.2019 | 75.08% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 6'252 | 4'584 | 100.00% | 100.00% |
16.12.2019 | 61.03% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 8'580 | 5'360 | 100.00% | 100.00% |
13.12.2019 | 47.85% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 11'980 | 6'493 | 100.00% | 100.00% |
12.12.2019 | 36.41% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 17'041 | 8'180 | 99.50% | 99.50% |
11.12.2019 | 42.30% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 14'004 | 7'168 | 99.86% | 99.86% |
10.12.2019 | 47.45% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 12'203 | 6'568 | 99.99% | 99.99% |