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 | 4.35% | 0.46 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 89'982 | 93'982 | 67.87% | 67.87% |
17.12.2020 | 4.44% | 0.43 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 88'044 | 92'044 | 41.74% | 41.74% |
16.12.2020 | 5.08% | 0.37 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 76'856 | 80'856 | 86.03% | 86.03% |
15.12.2020 | 5.12% | 0.40 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 76'105 | 80'105 | 95.08% | 95.08% |
14.12.2020 | 4.87% | 0.38 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 80'229 | 84'229 | 93.88% | 93.88% |
11.12.2020 | 5.38% | 0.39 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 72'443 | 76'443 | 89.36% | 89.36% |
10.12.2020 | 4.84% | 0.40 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 80'680 | 84'680 | 71.53% | 71.53% |
09.12.2020 | 4.66% | 0.41 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 83'925 | 87'925 | 71.31% | 71.31% |
08.12.2020 | 4.92% | 0.40 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 79'449 | 83'449 | 98.58% | 98.58% |