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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 60.46% | 99.45% |
16.12.2020 | 63.15% | 0.01 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'066 | 10'533 | 96.25% | 99.43% |
15.12.2020 | 155.99% | 0.00 | 0.01 | 1'000'000 | 500'000 | 999'540 | 500'000 | 1'828 | 5'918 | 99.45% | 99.45% |
14.12.2020 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 999'967 | 500'000 | 1'000 | 5'500 | 99.36% | 99.36% |
11.12.2020 | - | 0.00 | 0.01 | 1'000'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.38% |
10.12.2020 | 166.21% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'019 | 5'510 | 99.42% | 99.42% |
09.12.2020 | 165.08% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'069 | 5'534 | 99.43% | 99.43% |
08.12.2020 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 99.13% | 99.13% |