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 | - | - |
16.12.2020 | 10.27% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'858 | 102'857 | 99.56% | 99.56% |
15.12.2020 | 7.34% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 131'620 | 141'620 | 100.00% | 100.00% |
14.12.2020 | 7.44% | 0.14 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'125 | 140'125 | 100.00% | 100.00% |
11.12.2020 | 6.07% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 159'825 | 169'825 | 100.00% | 100.00% |
10.12.2020 | 5.64% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 173'929 | 183'929 | 99.81% | 99.81% |
09.12.2020 | 5.75% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 169'921 | 179'921 | 99.18% | 99.18% |
08.12.2020 | 5.89% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 165'009 | 175'009 | 100.00% | 100.00% |
07.12.2020 | 5.85% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 168'012 | 178'012 | 99.83% | 99.83% |
04.12.2020 | 7.38% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 131'095 | 141'095 | 99.99% | 99.99% |