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 | 13.46% | 0.13 | 0.15 | 450'000 | 100'000 | 450'000 | 100'000 | 63'502 | 16'112 | 100.00% | 100.00% |
17.12.2020 | 7.76% | 0.13 | 0.14 | 600'000 | 100'000 | 599'960 | 100'000 | 75'893 | 13'650 | 99.98% | 99.98% |
16.12.2020 | 9.01% | 0.11 | 0.12 | 600'000 | 100'000 | 687'349 | 100'000 | 73'521 | 11'818 | 100.00% | 100.00% |
15.12.2020 | 9.31% | 0.09 | 0.10 | 750'000 | 100'000 | 756'261 | 100'000 | 78'749 | 11'426 | 100.00% | 100.00% |
14.12.2020 | 10.45% | 0.09 | 0.10 | 900'000 | 100'000 | 885'449 | 100'000 | 80'946 | 10'199 | 100.00% | 100.00% |
11.12.2020 | 10.08% | 0.13 | 0.14 | 750'000 | 100'000 | 870'768 | 100'000 | 85'744 | 11'188 | 100.00% | 100.00% |
10.12.2020 | 7.92% | 0.08 | 0.09 | 900'000 | 100'000 | 807'705 | 100'000 | 101'894 | 13'942 | 100.00% | 100.00% |
09.12.2020 | 5.60% | 0.16 | 0.17 | 750'000 | 100'000 | 750'329 | 100'000 | 130'855 | 18'441 | 100.00% | 100.00% |
08.12.2020 | 9.35% | 0.16 | 0.17 | 750'000 | 100'000 | 925'809 | 100'000 | 97'485 | 11'791 | 100.00% | 100.00% |