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 | 40'000 | 0 | 0 | 0 | 0 | 0.00% | 93.74% |
17.12.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 98.12% |
16.12.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
15.12.2020 | 67.41% | 0.01 | 0.02 | 80'000 | 80'000 | 47'445 | 47'445 | 704 | 1'415 | 94.97% | 98.62% |
14.12.2020 | 118.04% | 0.01 | 0.02 | 80'000 | 80'000 | 48'789 | 48'789 | 270 | 1'002 | 96.67% | 98.43% |
11.12.2020 | 83.58% | 0.01 | 0.02 | 80'000 | 80'000 | 48'715 | 48'715 | 507 | 1'237 | 96.57% | 96.57% |
10.12.2020 | 49.19% | 0.02 | 0.03 | 80'000 | 80'000 | 48'241 | 48'241 | 1'085 | 1'808 | 96.14% | 96.14% |
09.12.2020 | 28.55% | 0.04 | 0.05 | 80'000 | 80'000 | 48'847 | 48'847 | 2'151 | 2'884 | 95.13% | 95.13% |
08.12.2020 | 62.70% | 0.03 | 0.04 | 80'000 | 80'000 | 48'620 | 48'620 | 881 | 1'610 | 98.11% | 98.11% |