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 | 6.21% | 0.18 | 0.19 | 450'000 | 150'000 | 450'000 | 150'000 | 70'451 | 24'984 | 100.00% | 100.00% |
17.12.2020 | 7.10% | 0.13 | 0.14 | 450'000 | 150'000 | 456'060 | 152'020 | 62'405 | 22'322 | 99.45% | 99.45% |
16.12.2020 | 10.71% | 0.11 | 0.12 | 600'000 | 200'000 | 619'248 | 206'416 | 55'164 | 20'452 | 99.45% | 99.45% |
15.12.2020 | 10.48% | 0.06 | 0.07 | 750'000 | 250'000 | 609'893 | 203'298 | 56'224 | 20'774 | 99.47% | 99.47% |
14.12.2020 | 6.53% | 0.15 | 0.16 | 450'000 | 150'000 | 470'185 | 156'728 | 69'877 | 24'860 | 99.45% | 99.45% |
11.12.2020 | 4.38% | 0.19 | 0.20 | 450'000 | 150'000 | 450'000 | 150'000 | 101'133 | 35'211 | 99.39% | 99.39% |
10.12.2020 | 2.90% | 0.34 | 0.35 | 450'000 | 150'000 | 450'000 | 150'000 | 153'049 | 52'516 | 99.43% | 99.43% |
09.12.2020 | 2.68% | 0.32 | 0.33 | 450'000 | 150'000 | 450'000 | 150'000 | 166'755 | 57'085 | 99.44% | 99.44% |
08.12.2020 | 3.04% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 145'939 | 50'146 | 98.34% | 98.34% |