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 | - | - |
14.01.2021 | 40.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 3'750 | 100.00% | 100.00% |
13.01.2021 | 63.27% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'436 | 3'745 | 99.94% | 99.94% |
12.01.2021 | 173.02% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'132 | 3'750 | 99.99% | 99.99% |
11.01.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
08.01.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
07.01.2021 | 59.44% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'049 | 4'737 | 100.00% | 100.00% |
05.01.2021 | 22.08% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'175 | 6'294 | 89.99% | 89.99% |
04.01.2021 | 22.15% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'092 | 6'273 | 98.48% | 98.48% |
30.12.2020 | 18.18% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 | 7'500 | 100.00% | 100.00% |