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 | 2.51% | 0.78 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 78'847 | 80'847 | 96.19% | 96.19% |
17.12.2020 | 2.43% | 0.82 | 0.84 | 100'000 | 100'000 | 100'000 | 100'000 | 81'263 | 83'263 | 93.96% | 93.96% |
16.12.2020 | 2.70% | 0.74 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 73'089 | 75'089 | 93.75% | 93.75% |
15.12.2020 | 2.96% | 0.70 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 66'611 | 68'611 | 99.68% | 99.68% |
14.12.2020 | 3.15% | 0.65 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 62'481 | 64'481 | 89.84% | 89.84% |
11.12.2020 | 3.35% | 0.58 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 58'746 | 60'746 | 41.78% | 41.78% |
10.12.2020 | 3.55% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 55'439 | 57'439 | 99.05% | 99.05% |
09.12.2020 | 3.61% | 0.56 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 54'497 | 56'497 | 94.61% | 94.61% |
08.12.2020 | 4.07% | 0.51 | 0.53 | 100'000 | 100'000 | 108'837 | 100'000 | 52'339 | 50'111 | 98.03% | 98.03% |