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 | 23.27% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 27'205 | 13'794 | 99.25% | 99.25% |
17.12.2020 | 18.77% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 24'342 | 11'737 | 93.05% | 93.05% |
16.12.2020 | 38.57% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 11'466 | 6'586 | 97.70% | 97.70% |
15.12.2020 | 28.20% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 15'365 | 8'146 | 98.80% | 98.80% |
14.12.2020 | 18.77% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 24'517 | 11'807 | 99.74% | 99.74% |
11.12.2020 | 18.44% | 0.05 | 0.06 | 500'000 | 200'000 | 499'999 | 200'000 | 24'811 | 11'924 | 91.28% | 91.51% |
10.12.2020 | 15.73% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 29'727 | 13'891 | 98.64% | 98.64% |
09.12.2020 | 13.45% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 34'785 | 15'914 | 99.99% | 99.99% |
08.12.2020 | 15.06% | 0.06 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 31'090 | 14'436 | 99.93% | 99.93% |