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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.69% |
19.12.2019 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 97.53% |
18.12.2019 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
17.12.2019 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
16.12.2019 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.27% |
13.12.2019 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.01% |
12.12.2019 | 125.93% | 0.01 | 0.02 | 200'000 | 200'000 | 122'937 | 122'937 | 615 | 2'705 | 69.00% | 99.09% |
11.12.2019 | 125.93% | 0.01 | 0.02 | 200'000 | 200'000 | 147'296 | 147'296 | 736 | 3'241 | 97.30% | 97.30% |
10.12.2019 | 68.14% | 0.01 | 0.02 | 200'000 | 200'000 | 146'840 | 146'840 | 1'629 | 3'327 | 98.34% | 98.34% |