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 | 39.24% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 20'141 | 11'990 | 97.61% | 97.61% |
19.12.2019 | 22.20% | 0.04 | 0.05 | 500'000 | 200'000 | 499'999 | 200'000 | 20'077 | 10'033 | 100.00% | 100.00% |
18.12.2019 | 22.85% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 31'344 | 15'814 | 99.79% | 99.79% |
17.12.2019 | 17.16% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 26'918 | 12'770 | 76.81% | 76.81% |
16.12.2019 | 17.76% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 26'052 | 12'421 | 92.41% | 92.41% |
13.12.2019 | 22.30% | 0.03 | 0.04 | 500'000 | 200'000 | 500'000 | 200'000 | 20'602 | 10'241 | 88.27% | 88.27% |
12.12.2019 | 52.13% | 0.03 | 0.04 | 500'000 | 200'000 | 500'000 | 200'000 | 8'273 | 5'309 | 98.03% | 98.03% |
11.12.2019 | 39.76% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 10'103 | 6'041 | 100.00% | 100.00% |
10.12.2019 | 39.29% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 10'406 | 6'162 | 99.31% | 99.42% |