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 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.65% | 99.65% |
16.12.2020 | 26.54% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'603 | 5'401 | 99.82% | 99.82% |
15.12.2020 | 18.31% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'968 | 250'000 | 25'026 | 7'507 | 100.00% | 100.00% |
14.12.2020 | 16.22% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'966 | 28'502 | 8'374 | 100.00% | 100.00% |
11.12.2020 | 9.93% | 0.04 | 0.05 | 1'000'000 | 250'000 | 970'259 | 349'895 | 46'755 | 19'120 | 99.02% | 99.02% |
10.12.2020 | 13.46% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 249'988 | 34'924 | 9'980 | 100.00% | 100.00% |
09.12.2020 | 12.83% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'538 | 36'641 | 10'437 | 100.00% | 100.00% |
08.12.2020 | 7.80% | 0.05 | 0.06 | 1'000'000 | 500'000 | 818'166 | 417'004 | 50'382 | 27'819 | 100.00% | 100.00% |
07.12.2020 | 7.46% | 0.07 | 0.07 | 850'000 | 425'000 | 789'136 | 404'353 | 50'937 | 28'130 | 98.97% | 98.97% |