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 | - | - |
28.12.2020 | 1.75% | 0.50 | 0.51 | 100'000 | 100'000 | 99'999 | 99'997 | 57'123 | 58'122 | 100.00% | 100.00% |
23.12.2020 | 1.08% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 92'550 | 93'550 | 100.00% | 100.00% |
22.12.2020 | 1.02% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 98'079 | 99'079 | 100.00% | 100.00% |
21.12.2020 | 0.93% | 1.15 | 1.16 | 100'000 | 100'000 | 99'998 | 100'000 | 107'915 | 108'917 | 100.00% | 100.00% |
18.12.2020 | 1.55% | 0.71 | 0.72 | 100'000 | 100'000 | 99'845 | 100'000 | 64'053 | 65'153 | 100.00% | 100.00% |
17.12.2020 | 1.47% | 0.64 | 0.65 | 100'000 | 100'000 | 99'948 | 99'988 | 67'680 | 68'703 | 100.00% | 100.00% |
16.12.2020 | 1.04% | 0.88 | 0.89 | 100'000 | 100'000 | 100'000 | 100'000 | 95'476 | 96'476 | 100.00% | 100.00% |
15.12.2020 | 0.93% | 1.11 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 107'533 | 108'533 | 100.00% | 100.00% |
14.12.2020 | 1.00% | 1.00 | 1.01 | 100'000 | 100'000 | 100'000 | 99'992 | 99'841 | 100'833 | 100.00% | 100.00% |