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 | 4.09% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 160'000 | 38'395 | 39'995 | 99.95% | 99.95% |
17.12.2020 | 4.52% | 0.24 | 0.25 | 160'000 | 160'000 | 160'000 | 160'000 | 34'735 | 36'335 | 100.00% | 100.00% |
16.12.2020 | 7.01% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 28'876 | 30'876 | 98.85% | 98.85% |
15.12.2020 | 8.41% | 0.09 | 0.10 | 210'000 | 210'000 | 210'000 | 210'000 | 24'332 | 26'432 | 100.00% | 100.00% |
14.12.2020 | 7.33% | 0.14 | 0.15 | 210'000 | 210'000 | 210'000 | 210'000 | 27'735 | 29'835 | 99.99% | 99.99% |
11.12.2020 | 7.06% | 0.17 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 27'993 | 29'993 | 99.77% | 99.77% |
10.12.2020 | 5.38% | 0.16 | 0.17 | 210'000 | 210'000 | 210'000 | 210'000 | 38'279 | 40'379 | 70.19% | 70.19% |
09.12.2020 | 5.53% | 0.17 | 0.18 | 220'000 | 220'000 | 220'000 | 220'000 | 38'884 | 41'084 | 98.63% | 98.63% |
08.12.2020 | 11.16% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 19'976 | 22'276 | 89.87% | 89.87% |