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 | - | - |
19.12.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 999'897 | 1'000'000 | 1'000 | 15'000 | 99.90% | 99.90% |
18.12.2019 | 175.00% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 15'000 | 99.03% | 99.03% |
17.12.2019 | 146.83% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'693 | 15'962 | 100.00% | 100.00% |
16.12.2019 | 48.73% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'792 | 20'093 | 100.00% | 100.00% |
13.12.2019 | 11.81% | 0.05 | 0.05 | 1'000'000 | 1'000'000 | 999'954 | 1'000'000 | 42'243 | 47'434 | 98.35% | 98.35% |
12.12.2019 | 8.45% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 999'955 | 98'880 | 107'682 | 98.75% | 98.75% |
11.12.2019 | 7.18% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 135'372 | 145'372 | 99.70% | 99.70% |
10.12.2019 | 6.12% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'577 | 1'000'000 | 161'468 | 171'551 | 94.10% | 94.10% |
09.12.2019 | 7.45% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 998'392 | 999'245 | 94'892 | 102'459 | 97.38% | 97.38% |