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 | - | - |
15.01.2021 | 33.11% | 0.08 | 0.12 | 10'000 | 10'000 | 10'000 | 10'000 | 1'028 | 1'428 | 96.41% | 96.41% |
14.01.2021 | 118.08% | 0.05 | 0.06 | 40'000 | 40'000 | 17'674 | 17'674 | 346 | 654 | 93.26% | 93.26% |
13.01.2021 | 137.50% | 0.01 | 0.03 | 40'000 | 40'000 | 15'945 | 15'945 | 80 | 431 | 85.20% | 98.34% |
12.01.2021 | 137.50% | 0.01 | 0.03 | 40'000 | 40'000 | 16'926 | 16'926 | 85 | 457 | 90.59% | 99.22% |
11.01.2021 | 99.76% | 0.01 | 0.03 | 40'000 | 40'000 | 18'775 | 18'775 | 153 | 507 | 95.26% | 95.26% |
08.01.2021 | 59.84% | 0.01 | 0.03 | 40'000 | 40'000 | 18'514 | 18'514 | 262 | 500 | 94.26% | 94.26% |
07.01.2021 | 43.25% | 0.02 | 0.03 | 40'000 | 40'000 | 18'934 | 18'934 | 341 | 546 | 99.17% | 99.17% |
05.01.2021 | 17.17% | 0.06 | 0.07 | 40'000 | 40'000 | 18'048 | 18'048 | 989 | 1'169 | 95.22% | 95.22% |
04.01.2021 | 18.25% | 0.04 | 0.05 | 40'000 | 40'000 | 18'959 | 18'959 | 892 | 1'081 | 92.98% | 92.98% |