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 | - | 0.01 | 0.02 | 20'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 43.72% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 4'528 | 6'557 | 99.17% | 99.17% |
16.12.2020 | 14.57% | 0.05 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 12'853 | 14'853 | 98.91% | 98.91% |
15.12.2020 | 62.68% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'951 | 5'087 | 96.50% | 98.86% |
14.12.2020 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.00% |
11.12.2020 | - | 0.01 | 0.02 | 200'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |
10.12.2020 | 88.55% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 1'635 | 4'066 | 99.41% | 99.41% |
09.12.2020 | 47.47% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 3'311 | 5'311 | 99.02% | 99.02% |
08.12.2020 | 100.88% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 1'362 | 4'005 | 99.46% | 99.46% |