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 | 19.29% | 0.06 | 0.07 | 300'000 | 100'000 | 395'331 | 131'783 | 19'115 | 7'690 | 99.76% | 99.76% |
17.12.2020 | 24.23% | 0.04 | 0.05 | 600'000 | 200'000 | 599'892 | 200'000 | 22'345 | 9'450 | 99.98% | 99.98% |
16.12.2020 | 23.64% | 0.03 | 0.04 | 600'000 | 200'000 | 599'988 | 200'000 | 22'859 | 9'620 | 99.98% | 99.98% |
15.12.2020 | 16.53% | 0.04 | 0.05 | 600'000 | 200'000 | 599'994 | 200'000 | 33'768 | 13'256 | 99.94% | 99.94% |
14.12.2020 | 16.28% | 0.06 | 0.07 | 600'000 | 200'000 | 600'000 | 200'000 | 34'705 | 13'568 | 99.81% | 99.81% |
11.12.2020 | 17.78% | 0.06 | 0.07 | 600'000 | 200'000 | 600'000 | 200'000 | 30'865 | 12'288 | 100.00% | 100.00% |
10.12.2020 | 11.26% | 0.07 | 0.08 | 600'000 | 200'000 | 599'291 | 199'764 | 51'134 | 19'042 | 100.00% | 100.00% |
09.12.2020 | 10.07% | 0.10 | 0.11 | 600'000 | 200'000 | 595'487 | 198'496 | 56'655 | 20'870 | 100.00% | 100.00% |
08.12.2020 | 12.13% | 0.09 | 0.10 | 600'000 | 200'000 | 600'000 | 200'000 | 46'606 | 17'535 | 100.00% | 100.00% |