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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
19.12.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
18.12.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
17.12.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
16.12.2019 | 94.20% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'726 | 4'440 | 100.00% | 100.00% |
13.12.2019 | 136.40% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'690 | 4'079 | 99.49% | 99.49% |
12.12.2019 | 42.91% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'506 | 5'116 | 99.90% | 99.90% |
11.12.2019 | 22.28% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'955 | 6'239 | 97.08% | 97.08% |
10.12.2019 | 19.51% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'372 | 7'093 | 97.66% | 97.66% |