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 | 100'000 | 100'000 | 54'785 | 54'785 | 1'644 | 2'191 | 85.40% | 85.40% |
18.12.2019 | 28.57% | 0.03 | 0.04 | 100'000 | 100'000 | 64'133 | 64'133 | 1'924 | 2'565 | 73.13% | 73.13% |
17.12.2019 | 28.57% | 0.03 | 0.04 | 100'000 | 100'000 | 59'696 | 59'696 | 1'791 | 2'388 | 97.32% | 97.32% |
16.12.2019 | 24.29% | 0.03 | 0.04 | 100'000 | 100'000 | 214'706 | 60'975 | 8'316 | 2'777 | 97.23% | 97.23% |
13.12.2019 | 14.18% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 57'393 | 32'989 | 4'384 | 91.20% | 91.20% |
12.12.2019 | 11.93% | 0.07 | 0.08 | 500'000 | 100'000 | 500'000 | 58'694 | 39'865 | 5'141 | 94.90% | 94.90% |
11.12.2019 | 7.72% | 0.13 | 0.14 | 390'000 | 100'000 | 405'783 | 60'706 | 50'541 | 8'169 | 100.00% | 100.00% |
10.12.2019 | 8.24% | 0.13 | 0.14 | 390'000 | 100'000 | 297'460 | 60'914 | 45'383 | 9'741 | 97.91% | 97.91% |