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 | 14.13% | 0.18 | 0.21 | 300'000 | 300'000 | 310'707 | 300'000 | 51'505 | 57'430 | 99.98% | 99.98% |
17.12.2020 | 12.68% | 0.17 | 0.20 | 300'000 | 300'000 | 302'178 | 299'857 | 56'533 | 63'750 | 88.40% | 88.40% |
16.12.2020 | 12.82% | 0.16 | 0.17 | 320'000 | 300'000 | 399'086 | 300'000 | 45'911 | 40'812 | 89.23% | 89.23% |
15.12.2020 | 25.28% | 0.03 | 0.04 | 500'000 | 300'000 | 499'892 | 299'920 | 20'693 | 15'747 | 97.80% | 98.67% |
14.12.2020 | 12.31% | 0.05 | 0.06 | 500'000 | 300'000 | 496'238 | 300'000 | 39'575 | 26'997 | 97.44% | 97.45% |
11.12.2020 | 11.02% | 0.09 | 0.10 | 500'000 | 300'000 | 499'059 | 299'917 | 43'061 | 28'892 | 94.59% | 94.60% |
10.12.2020 | 7.24% | 0.16 | 0.17 | 320'000 | 300'000 | 377'693 | 300'000 | 50'415 | 44'418 | 97.89% | 97.89% |
09.12.2020 | 6.56% | 0.13 | 0.14 | 390'000 | 300'000 | 344'815 | 300'000 | 50'811 | 47'371 | 99.87% | 99.87% |
08.12.2020 | 8.49% | 0.11 | 0.12 | 460'000 | 300'000 | 445'436 | 300'000 | 50'268 | 37'279 | 99.31% | 99.31% |