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 | 120'026 | 120'026 | 3'601 | 4'801 | 96.46% | 96.46% |
18.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 121'428 | 121'428 | 3'643 | 4'857 | 100.00% | 100.00% |
17.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 120'393 | 120'393 | 3'612 | 4'816 | 98.69% | 98.69% |
16.12.2019 | 28.57% | 0.03 | 0.04 | 200'000 | 200'000 | 120'032 | 120'032 | 3'601 | 4'801 | 98.24% | 98.24% |
13.12.2019 | 18.18% | 0.05 | 0.06 | 200'000 | 200'000 | 165'138 | 121'664 | 8'257 | 7'300 | 98.57% | 98.57% |
12.12.2019 | 15.82% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 120'385 | 29'245 | 8'121 | 98.82% | 98.82% |
11.12.2019 | 16.08% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 121'412 | 28'756 | 8'217 | 100.00% | 100.00% |
10.12.2019 | 17.14% | 0.06 | 0.07 | 500'000 | 200'000 | 450'662 | 121'891 | 32'686 | 9'850 | 97.92% | 97.92% |