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 | - | - |
15.12.2020 | 14.69% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'637 | 74'637 | 100.00% | 100.00% |
14.12.2020 | 14.95% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'975 | 73'975 | 100.00% | 100.00% |
11.12.2020 | 9.75% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'877 | 107'877 | 99.98% | 99.98% |
10.12.2020 | 8.89% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'086 | 120'086 | 99.82% | 99.82% |
09.12.2020 | 9.17% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'249 | 115'249 | 99.18% | 99.18% |
08.12.2020 | 9.32% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 102'608 | 112'608 | 100.00% | 100.00% |
07.12.2020 | 9.31% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'942 | 115'942 | 99.82% | 99.82% |
04.12.2020 | 14.94% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'665 | 73'665 | 100.00% | 100.00% |
03.12.2020 | 11.08% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'911 | 99'911 | 99.60% | 99.60% |