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 | 21.50% | 0.05 | 0.06 | 900'000 | 300'000 | 924'855 | 324'938 | 39'273 | 16'902 | 98.26% | 98.26% |
17.12.2020 | 13.20% | 0.05 | 0.06 | 1'000'000 | 400'000 | 919'794 | 319'794 | 65'973 | 25'944 | 99.44% | 99.44% |
16.12.2020 | 10.81% | 0.08 | 0.09 | 900'000 | 300'000 | 900'986 | 300'986 | 79'202 | 29'457 | 99.45% | 99.45% |
15.12.2020 | 12.20% | 0.06 | 0.07 | 1'000'000 | 400'000 | 999'986 | 399'986 | 79'226 | 35'689 | 99.46% | 99.46% |
14.12.2020 | 10.71% | 0.09 | 0.10 | 1'000'000 | 400'000 | 999'704 | 399'704 | 88'884 | 39'533 | 99.45% | 99.45% |
11.12.2020 | 8.27% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'268 | 50'907 | 96.23% | 96.23% |
10.12.2020 | 6.92% | 0.13 | 0.14 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 139'600 | 59'840 | 97.49% | 97.49% |
09.12.2020 | 5.26% | 0.17 | 0.18 | 900'000 | 300'000 | 938'760 | 338'760 | 174'029 | 65'955 | 99.44% | 99.44% |
08.12.2020 | 13.13% | 0.11 | 0.12 | 1'000'000 | 400'000 | 1'000'000 | 482'986 | 72'109 | 39'370 | 99.44% | 99.44% |