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 | 65.37% | 0.01 | 0.01 | 500'000 | 300'000 | 499'999 | 300'000 | 5'242 | 6'145 | 77.08% | 99.10% |
17.12.2020 | 66.55% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'021 | 6'013 | 87.91% | 94.27% |
16.12.2020 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 4.09% | 98.45% |
15.12.2020 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 64.43% | 99.34% |
14.12.2020 | 35.35% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 12'261 | 10'357 | 99.38% | 99.38% |
11.12.2020 | 35.19% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 12'791 | 10'675 | 90.21% | 90.21% |
10.12.2020 | 24.73% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 18'101 | 13'861 | 99.61% | 99.61% |
09.12.2020 | 27.81% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 15'724 | 12'434 | 99.99% | 99.99% |
08.12.2020 | 47.88% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 9'122 | 8'473 | 100.00% | 100.00% |