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 | - | - | 0.02 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'000 | 0.47% | 96.79% |
16.12.2020 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'000 | 12.39% | 99.09% |
15.12.2020 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 40'241 | 40'241 | 201 | 805 | 91.46% | 99.16% |
14.12.2020 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 40'651 | 40'651 | 203 | 813 | 96.71% | 97.02% |
11.12.2020 | 110.60% | 0.01 | 0.02 | 100'000 | 100'000 | 41'516 | 41'516 | 296 | 830 | 98.13% | 98.13% |
10.12.2020 | 66.95% | 0.01 | 0.02 | 100'000 | 100'000 | 41'282 | 41'282 | 410 | 826 | 97.75% | 97.75% |
09.12.2020 | 46.56% | 0.03 | 0.04 | 100'000 | 100'000 | 41'118 | 41'118 | 840 | 1'251 | 96.83% | 96.83% |
08.12.2020 | 64.84% | 0.01 | 0.02 | 100'000 | 100'000 | 42'158 | 42'158 | 476 | 898 | 98.89% | 98.89% |