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 | - | - |
19.12.2019 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 92.42% |
18.12.2019 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.38% |
17.12.2019 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 11.70% | 99.12% |
16.12.2019 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 308'179 | 300'000 | 3'082 | 6'000 | 82.30% | 98.52% |
13.12.2019 | 61.45% | 0.02 | 0.03 | 500'000 | 300'000 | 478'456 | 300'000 | 6'840 | 7'879 | 85.25% | 87.63% |
12.12.2019 | 32.99% | 0.03 | 0.04 | 500'000 | 300'000 | 465'535 | 300'000 | 18'502 | 15'536 | 95.43% | 95.43% |
11.12.2019 | 15.84% | 0.05 | 0.06 | 500'000 | 300'000 | 495'146 | 300'000 | 30'399 | 21'553 | 95.60% | 95.60% |
10.12.2019 | 14.99% | 0.06 | 0.07 | 500'000 | 300'000 | 481'794 | 300'000 | 37'724 | 26'769 | 89.33% | 89.33% |
09.12.2019 | 19.38% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 23'513 | 17'108 | 97.08% | 97.08% |