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 | - | 0.40 | - | 225'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2019 | - | 0.42 | - | 225'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.58% |
18.12.2019 | - | 0.42 | - | 225'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
17.12.2019 | - | 0.41 | - | 225'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
16.12.2019 | - | 0.39 | 0.31 | 225'000 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.12.2019 | 2.82% | 0.30 | 0.31 | 225'000 | 75'000 | 225'000 | 75'000 | 78'819 | 27'023 | 98.77% | 98.77% |
12.12.2019 | 3.91% | 0.33 | 0.34 | 225'000 | 75'000 | 225'000 | 75'000 | 57'113 | 19'788 | 98.73% | 98.73% |
11.12.2019 | 3.87% | 0.25 | 0.26 | 225'000 | 75'000 | 225'000 | 75'000 | 56'981 | 19'744 | 99.88% | 99.88% |
10.12.2019 | 3.98% | 0.26 | 0.27 | 225'000 | 75'000 | 225'000 | 75'000 | 55'529 | 19'260 | 99.65% | 99.65% |