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 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'999 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
19.12.2019 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
18.12.2019 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
17.12.2019 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 1'250 | 99.54% | 99.54% |
16.12.2019 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 1'250 | 100.00% | 100.00% |
13.12.2019 | 133.33% | 0.00 | 0.01 | 1'000'000 | 250'000 | 925'870 | 235'686 | 926 | 1'178 | 100.00% | 100.00% |
12.12.2019 | 159.53% | 0.00 | 0.01 | 175'000 | 50'000 | 119'388 | 33'255 | 119 | 326 | 100.00% | 100.00% |
11.12.2019 | 175.00% | 0.00 | 0.02 | 75'000 | 25'000 | 79'904 | 25'000 | 80 | 375 | 100.00% | 100.00% |
10.12.2019 | 175.00% | 0.00 | 0.02 | 50'000 | 25'000 | 45'835 | 25'000 | 46 | 375 | 100.00% | 100.00% |