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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 84.29% |
17.12.2020 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 88.25% |
16.12.2020 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.03% |
15.12.2020 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.27% |
14.12.2020 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 0.00% | 99.61% |
11.12.2020 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.02% |
10.12.2020 | 56.01% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 4'198 | 2'399 | 92.87% | 99.78% |
09.12.2020 | 45.31% | 0.02 | 0.03 | 300'000 | 100'000 | 300'000 | 100'000 | 5'403 | 2'801 | 99.90% | 99.90% |
08.12.2020 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 97.66% | 97.66% |