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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.35% |
17.12.2020 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
16.12.2020 | 78.27% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'912 | 20'000 | 99.92% | 99.92% |
15.12.2020 | 53.46% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'075 | 24'075 | 99.93% | 99.93% |
14.12.2020 | 32.61% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'006 | 36'006 | 99.88% | 99.88% |
11.12.2020 | 11.89% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'294 | 91'294 | 97.26% | 97.26% |
10.12.2020 | 16.71% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'092 | 65'092 | 99.39% | 99.39% |
09.12.2020 | 17.04% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 53'789 | 63'789 | 97.42% | 97.42% |
08.12.2020 | 10.93% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 87'029 | 97'029 | 99.28% | 99.28% |