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 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 95.51% |
17.12.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 73.61% |
16.12.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 92.44% |
15.12.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 96.18% |
14.12.2020 | 66.67% | 0.01 | 0.01 | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 | 1'000 | 0.04% | 97.72% |
11.12.2020 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 94.63% |
10.12.2020 | 66.58% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'505 | 1'002 | 60.11% | 98.02% |
09.12.2020 | 59.54% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'901 | 1'134 | 100.00% | 100.00% |
08.12.2020 | 60.86% | 0.01 | 0.02 | 150'000 | 50'000 | 150'000 | 50'000 | 1'827 | 1'109 | 97.79% | 97.79% |