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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 100.00% | 100.00% |
17.12.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 99.98% | 99.98% |
16.12.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 72.34% | 100.00% |
15.12.2020 | 66.67% | 0.01 | 0.01 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 93.28% | 100.00% |
14.12.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 10'000 | 3'000 | 99.22% | 100.00% |
11.12.2020 | 53.73% | 0.02 | 0.03 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 15'025 | 3'754 | 100.00% | 100.00% |
10.12.2020 | 46.45% | 0.01 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 19'200 | 4'380 | 100.00% | 100.00% |
09.12.2020 | 24.27% | 0.03 | 0.04 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 36'775 | 7'016 | 100.00% | 100.00% |
08.12.2020 | 42.90% | 0.03 | 0.04 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 20'919 | 4'638 | 100.00% | 100.00% |