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 | 4.19% | 0.23 | 0.24 | 670'000 | 670'000 | 670'000 | 670'000 | 160'250 | 166'950 | 98.45% | 98.45% |
17.12.2020 | 4.19% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 236'604 | 246'604 | 98.86% | 98.86% |
16.12.2020 | 7.20% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 136'310 | 146'310 | 99.86% | 99.86% |
15.12.2020 | 24.70% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'994 | 45'994 | 99.93% | 99.93% |
14.12.2020 | 28.68% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'509 | 40'509 | 99.88% | 99.88% |
11.12.2020 | 25.55% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'892 | 45'892 | 97.27% | 97.27% |
10.12.2020 | 10.75% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'997 | 102'997 | 99.39% | 99.39% |
09.12.2020 | 6.61% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'425 | 157'425 | 97.42% | 97.42% |
08.12.2020 | 9.95% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'150 | 106'150 | 99.28% | 99.28% |