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 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
17.12.2020 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.78% | 99.78% |
16.12.2020 | 93.24% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'744 | 3'936 | 99.97% | 99.97% |
15.12.2020 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
14.12.2020 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.76% | 99.76% |
11.12.2020 | 88.23% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'354 | 4'089 | 100.00% | 100.00% |
10.12.2020 | 87.26% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'497 | 4'124 | 99.88% | 99.88% |
09.12.2020 | 94.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'587 | 3'897 | 99.96% | 99.96% |
08.12.2020 | 90.87% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'005 | 4'001 | 100.00% | 100.00% |