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 | 44.45% | 0.06 | 0.09 | 30'000 | 30'000 | 30'000 | 30'000 | 1'670 | 2'581 | 88.11% | 88.11% |
17.12.2020 | 21.41% | 0.09 | 0.11 | 50'000 | 50'000 | 34'288 | 34'288 | 3'969 | 4'920 | 98.12% | 98.12% |
16.12.2020 | 18.33% | 0.12 | 0.14 | 50'000 | 50'000 | 34'367 | 34'367 | 4'821 | 5'762 | 97.55% | 97.55% |
15.12.2020 | 17.97% | 0.10 | 0.11 | 60'000 | 60'000 | 36'489 | 36'489 | 4'603 | 5'507 | 98.62% | 98.62% |
14.12.2020 | 17.04% | 0.16 | 0.17 | 60'000 | 60'000 | 36'504 | 36'504 | 5'252 | 6'145 | 98.21% | 98.21% |
11.12.2020 | 15.47% | 0.11 | 0.13 | 50'000 | 50'000 | 34'390 | 34'390 | 5'313 | 6'181 | 95.85% | 95.85% |
10.12.2020 | 12.58% | 0.18 | 0.19 | 60'000 | 60'000 | 36'318 | 36'318 | 7'165 | 8'065 | 94.05% | 94.05% |
09.12.2020 | 11.19% | 0.24 | 0.26 | 50'000 | 50'000 | 34'431 | 34'431 | 8'767 | 9'767 | 94.96% | 94.96% |
08.12.2020 | 18.64% | 0.14 | 0.16 | 80'000 | 80'000 | 48'620 | 48'620 | 5'021 | 5'963 | 98.11% | 98.11% |