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 | 160'000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
19.12.2019 | - | - | 0.02 | 0 | 160'000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
18.12.2019 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 87.57% | 99.83% |
17.12.2019 | 110.56% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 942 | 3'200 | 100.00% | 100.00% |
16.12.2019 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 54.08% | 100.00% |
13.12.2019 | 120.00% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 800 | 3'200 | 75.98% | 99.34% |
12.12.2019 | 82.85% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 1'357 | 3'200 | 100.00% | 100.00% |
11.12.2019 | 70.77% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 1'538 | 3'200 | 100.00% | 100.00% |
10.12.2019 | 55.35% | 0.01 | 0.02 | 160'000 | 160'000 | 160'000 | 160'000 | 2'151 | 3'751 | 100.00% | 100.00% |