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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'994 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
17.12.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
16.12.2020 | 47.02% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'919 | 250'242 | 16'717 | 6'687 | 100.00% | 100.00% |
15.12.2020 | 12.81% | 0.05 | 0.06 | 925'000 | 475'000 | 694'828 | 377'595 | 50'642 | 32'088 | 100.00% | 100.00% |
14.12.2020 | 7.21% | 0.14 | 0.15 | 425'000 | 425'000 | 387'426 | 387'426 | 51'809 | 55'684 | 99.72% | 99.72% |
11.12.2020 | 3.50% | 0.27 | 0.28 | 200'000 | 200'000 | 190'713 | 190'714 | 53'613 | 55'520 | 100.00% | 100.00% |
10.12.2020 | 6.37% | 0.14 | 0.15 | 375'000 | 375'000 | 345'560 | 345'560 | 52'451 | 55'907 | 100.00% | 100.00% |
09.12.2020 | 6.98% | 0.15 | 0.16 | 350'000 | 350'000 | 378'581 | 378'581 | 52'344 | 56'130 | 100.00% | 100.00% |
08.12.2020 | 4.10% | 0.21 | 0.22 | 250'000 | 250'000 | 220'028 | 220'028 | 52'524 | 54'724 | 99.95% | 99.95% |