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 | 21.12% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 31'493 | 3'910 | 99.97% | 99.97% |
17.12.2020 | 17.32% | 0.09 | 0.10 | 500'000 | 50'000 | 492'135 | 50'000 | 48'661 | 5'895 | 94.66% | 94.66% |
16.12.2020 | 12.14% | 0.08 | 0.09 | 500'000 | 50'000 | 480'239 | 50'000 | 39'098 | 4'489 | 93.15% | 98.26% |
15.12.2020 | 27.57% | 0.03 | 0.04 | 150'000 | 50'000 | 150'000 | 50'000 | 4'814 | 2'105 | 98.49% | 98.49% |
14.12.2020 | 16.09% | 0.04 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 8'750 | 3'417 | 99.07% | 99.07% |
11.12.2020 | 25.41% | 0.04 | 0.05 | 150'000 | 50'000 | 150'000 | 50'000 | 5'251 | 2'250 | 95.11% | 95.11% |
10.12.2020 | 13.51% | 0.07 | 0.08 | 150'000 | 50'000 | 150'000 | 50'000 | 11'104 | 4'201 | 98.97% | 98.97% |
09.12.2020 | 9.91% | 0.08 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 14'460 | 5'320 | 100.00% | 100.00% |
08.12.2020 | 11.10% | 0.08 | 0.09 | 150'000 | 50'000 | 150'000 | 50'000 | 12'975 | 4'825 | 97.79% | 97.79% |