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 | 166.10% | 0.01 | 0.05 | 400'000 | 400'000 | 210'444 | 210'444 | 1'052 | 11'364 | 82.18% | 99.12% |
14.12.2020 | 143.54% | 0.01 | 0.05 | 400'000 | 400'000 | 242'246 | 242'246 | 2'000 | 13'081 | 98.80% | 98.80% |
11.12.2020 | 161.30% | 0.01 | 0.05 | 400'000 | 400'000 | 242'699 | 242'699 | 1'513 | 13'106 | 99.08% | 99.08% |
10.12.2020 | 164.94% | 0.01 | 0.05 | 400'000 | 400'000 | 242'043 | 242'043 | 1'292 | 13'070 | 98.68% | 98.68% |
09.12.2020 | 166.10% | 0.01 | 0.05 | 400'000 | 400'000 | 243'509 | 243'509 | 1'218 | 13'150 | 95.74% | 95.74% |
08.12.2020 | 166.10% | 0.01 | 0.05 | 400'000 | 400'000 | 242'713 | 242'713 | 1'214 | 13'107 | 99.11% | 99.11% |