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 | - | - |
17.12.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'847 | 250'000 | 1'000 | 3'750 | 99.65% | 99.65% |
16.12.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 993'960 | 250'000 | 994 | 3'750 | 99.83% | 99.83% |
15.12.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
14.12.2020 | 174.39% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'778 | 250'000 | 1'058 | 3'755 | 100.00% | 100.00% |
11.12.2020 | 83.70% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'448 | 249'914 | 9'940 | 4'588 | 99.02% | 99.02% |
10.12.2020 | 19.95% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'250 | 250'000 | 23'684 | 7'176 | 100.00% | 100.00% |
09.12.2020 | 22.76% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'804 | 250'000 | 19'945 | 6'241 | 100.00% | 100.00% |
08.12.2020 | 92.28% | 0.02 | 0.02 | 1'000'000 | 250'000 | 976'071 | 250'000 | 9'388 | 4'711 | 96.87% | 96.87% |
07.12.2020 | 15.58% | 0.03 | 0.03 | 1'000'000 | 250'000 | 991'460 | 250'000 | 30'302 | 8'898 | 98.57% | 98.64% |