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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 118'963 | 118'963 | 3'569 | 4'759 | 96.94% | 96.94% |
18.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 121'431 | 121'431 | 3'643 | 4'857 | 100.00% | 100.00% |
17.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 120'395 | 120'395 | 3'612 | 4'816 | 98.69% | 98.69% |
16.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 120'015 | 120'015 | 3'600 | 4'801 | 98.23% | 98.23% |
13.12.2019 | 22.02% | 0.04 | 0.05 | 200'000 | 200'000 | 121'643 | 121'643 | 4'942 | 6'159 | 98.72% | 98.72% |
12.12.2019 | 18.21% | 0.05 | 0.06 | 200'000 | 200'000 | 121'177 | 120'432 | 6'045 | 7'212 | 98.82% | 98.82% |
11.12.2019 | 17.66% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 121'412 | 25'931 | 7'472 | 100.00% | 100.00% |
10.12.2019 | 19.40% | 0.06 | 0.07 | 500'000 | 200'000 | 450'431 | 121'837 | 26'839 | 8'550 | 97.92% | 97.92% |