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 | - | - |
28.12.2020 | - | 0.26 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.69% |
23.12.2020 | 1.84% | 0.46 | 0.51 | 150'000 | 150'000 | 150'000 | 150'000 | 80'831 | 82'331 | 94.57% | 100.00% |
22.12.2020 | 1.48% | 0.64 | 0.65 | 150'000 | 150'000 | 150'000 | 149'999 | 100'531 | 102'030 | 100.00% | 100.00% |
21.12.2020 | 1.21% | 0.80 | 0.81 | 150'000 | 150'000 | 149'996 | 150'000 | 124'446 | 125'950 | 99.99% | 99.99% |
18.12.2020 | 2.61% | 0.42 | 0.43 | 150'000 | 150'000 | 150'000 | 150'000 | 56'989 | 58'489 | 76.26% | 99.64% |
17.12.2020 | 2.54% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 58'363 | 59'863 | 100.00% | 100.00% |
16.12.2020 | 1.92% | 0.52 | 0.53 | 150'000 | 150'000 | 150'000 | 150'000 | 77'409 | 78'909 | 99.99% | 99.99% |
15.12.2020 | 1.32% | 0.71 | 0.72 | 150'000 | 150'000 | 150'000 | 149'977 | 112'865 | 114'347 | 100.00% | 100.00% |
14.12.2020 | 1.21% | 0.83 | 0.84 | 150'000 | 150'000 | 150'000 | 150'000 | 123'245 | 124'745 | 100.00% | 100.00% |