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 | 995'184 | 250'000 | 995 | 3'750 | 100.00% | 100.00% |
17.12.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'848 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
16.12.2020 | 20.62% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'902 | 249'956 | 22'330 | 6'833 | 100.00% | 100.00% |
15.12.2020 | 56.39% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 249'934 | 15'479 | 5'615 | 100.00% | 100.00% |
14.12.2020 | 28.73% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'985 | 4'999 | 100.00% | 100.00% |
11.12.2020 | 20.48% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'859 | 249'956 | 22'182 | 6'795 | 100.00% | 100.00% |
10.12.2020 | 11.74% | 0.03 | 0.03 | 1'000'000 | 250'000 | 958'507 | 336'072 | 41'197 | 17'412 | 100.00% | 100.00% |
09.12.2020 | 7.03% | 0.07 | 0.08 | 775'000 | 400'000 | 735'724 | 373'038 | 50'604 | 27'664 | 100.00% | 100.00% |
08.12.2020 | 6.68% | 0.06 | 0.06 | 675'000 | 350'000 | 657'285 | 365'477 | 50'044 | 30'604 | 97.82% | 97.82% |