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 | 40.00% | 0.02 | 0.03 | 300'000 | 100'000 | 299'955 | 99'985 | 5'999 | 3'000 | 100.00% | 100.00% |
19.12.2019 | 34.17% | 0.02 | 0.03 | 300'000 | 100'000 | 373'300 | 124'433 | 9'083 | 4'272 | 99.55% | 99.55% |
18.12.2019 | 23.51% | 0.03 | 0.04 | 300'000 | 100'000 | 300'733 | 100'244 | 11'414 | 4'807 | 99.92% | 99.92% |
17.12.2019 | 18.81% | 0.06 | 0.07 | 300'000 | 100'000 | 342'284 | 114'095 | 16'471 | 6'631 | 99.88% | 99.88% |
16.12.2019 | 26.32% | 0.05 | 0.06 | 300'000 | 100'000 | 455'587 | 151'862 | 15'160 | 6'572 | 100.00% | 100.00% |
13.12.2019 | 40.95% | 0.02 | 0.03 | 750'000 | 250'000 | 744'426 | 248'540 | 14'624 | 7'364 | 99.85% | 99.85% |
12.12.2019 | 45.54% | 0.01 | 0.02 | 1'000'000 | 400'000 | 884'274 | 326'174 | 15'653 | 8'830 | 98.79% | 98.79% |
11.12.2019 | 44.48% | 0.02 | 0.03 | 900'000 | 300'000 | 951'503 | 354'655 | 17'351 | 9'968 | 99.87% | 99.87% |
10.12.2019 | 59.21% | 0.02 | 0.03 | 900'000 | 300'000 | 976'606 | 434'753 | 12'329 | 9'580 | 99.64% | 99.64% |