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 | 7.82% | 0.25 | 0.27 | 200'000 | 200'000 | 208'961 | 200'000 | 51'353 | 53'226 | 89.43% | 89.43% |
17.12.2020 | 8.08% | 0.23 | 0.25 | 220'000 | 200'000 | 215'124 | 200'000 | 51'094 | 51'528 | 37.66% | 37.66% |
16.12.2020 | 10.39% | 0.18 | 0.20 | 280'000 | 200'000 | 279'431 | 200'000 | 51'004 | 40'706 | 88.43% | 88.43% |
15.12.2020 | 10.45% | 0.20 | 0.22 | 250'000 | 200'000 | 280'502 | 200'000 | 50'856 | 40'302 | 97.38% | 97.38% |
14.12.2020 | 9.43% | 0.19 | 0.21 | 280'000 | 200'000 | 252'670 | 200'000 | 51'076 | 44'554 | 98.42% | 98.42% |
11.12.2020 | 5.78% | 0.19 | 0.21 | 270'000 | 200'000 | 291'177 | 200'000 | 50'864 | 37'162 | 91.60% | 91.60% |
10.12.2020 | 8.85% | 0.21 | 0.23 | 250'000 | 200'000 | 243'781 | 200'000 | 51'140 | 45'962 | 98.66% | 98.66% |
09.12.2020 | 8.50% | 0.21 | 0.23 | 240'000 | 200'000 | 226'837 | 200'000 | 51'101 | 49'083 | 99.78% | 99.78% |
08.12.2020 | 6.56% | 0.21 | 0.23 | 250'000 | 200'000 | 248'681 | 200'000 | 51'040 | 44'050 | 99.43% | 99.43% |