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 | - | - | 0.05 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | - | - | 0.05 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.15% |
16.12.2020 | - | - | 0.05 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.90% |
15.12.2020 | - | - | 0.05 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.12% |
14.12.2020 | - | - | 0.05 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.93% |
11.12.2020 | 166.10% | 0.01 | 0.05 | 200'000 | 400'000 | 200'000 | 200'000 | 1'000 | 10'800 | 30.47% | 99.08% |
10.12.2020 | 166.10% | 0.01 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 21'600 | 14.18% | 98.67% |
09.12.2020 | - | - | 0.05 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 95.74% |
08.12.2020 | 166.10% | 0.01 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 2'000 | 21'600 | 3.63% | 99.11% |