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 | - | - |
18.12.2020 | 2.33% | 0.85 | 0.87 | 200'000 | 200'000 | 200'000 | 200'000 | 170'038 | 174'038 | 58.12% | 58.12% |
17.12.2020 | 2.35% | 0.83 | 0.85 | 200'000 | 200'000 | 200'000 | 200'000 | 167'964 | 171'964 | 35.57% | 35.57% |
16.12.2020 | 2.53% | 0.77 | 0.79 | 200'000 | 200'000 | 200'000 | 200'000 | 156'282 | 160'282 | 83.98% | 83.98% |
15.12.2020 | 2.54% | 0.80 | 0.82 | 200'000 | 200'000 | 200'000 | 200'000 | 155'542 | 159'542 | 87.58% | 87.58% |
14.12.2020 | 2.48% | 0.78 | 0.80 | 200'000 | 200'000 | 200'000 | 200'000 | 159'461 | 163'461 | 52.51% | 52.51% |
11.12.2020 | 2.62% | 0.79 | 0.81 | 200'000 | 200'000 | 200'000 | 200'000 | 150'912 | 154'912 | 63.97% | 63.97% |
10.12.2020 | 2.47% | 0.79 | 0.81 | 200'000 | 200'000 | 200'000 | 200'000 | 159'894 | 163'894 | 32.01% | 32.01% |
09.12.2020 | 2.42% | 0.81 | 0.83 | 200'000 | 200'000 | 200'000 | 200'000 | 163'510 | 167'510 | 29.21% | 29.21% |
08.12.2020 | 2.48% | 0.80 | 0.82 | 200'000 | 200'000 | 200'000 | 200'000 | 159'026 | 163'026 | 48.96% | 48.96% |