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 | - | 0.01 | 0.02 | 500'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
17.12.2020 | 97.33% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'828 | 21'022 | 99.44% | 99.44% |
16.12.2020 | 21.36% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'582 | 52'582 | 99.91% | 99.91% |
15.12.2020 | 5.90% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 167'368 | 177'368 | 99.91% | 99.91% |
14.12.2020 | 3.88% | 0.26 | 0.27 | 860'000 | 860'000 | 860'000 | 860'000 | 218'766 | 227'366 | 99.86% | 99.86% |
11.12.2020 | 2.19% | 0.43 | 0.44 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 461'777 | 471'777 | 97.26% | 97.26% |
10.12.2020 | 3.87% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 255'950 | 265'950 | 99.38% | 99.38% |
09.12.2020 | 4.27% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 229'659 | 239'659 | 97.42% | 97.42% |
08.12.2020 | 2.69% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 367'768 | 377'768 | 99.28% | 99.28% |