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 | 8'435 | 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 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |
05.01.2021 | 19.77% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'034 | 7'009 | 93.79% | 93.79% |
04.01.2021 | 20.21% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'520 | 6'880 | 97.47% | 97.47% |
30.12.2020 | 16.45% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'103 | 8'276 | 100.00% | 100.00% |