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 | - | - |
23.12.2020 | 1.44% | 0.55 | 0.56 | 500'000 | 500'000 | 499'975 | 499'977 | 348'216 | 353'216 | 99.99% | 99.99% |
22.12.2020 | 1.02% | 0.93 | 0.94 | 500'000 | 500'000 | 499'988 | 499'998 | 487'788 | 492'797 | 99.23% | 99.23% |
21.12.2020 | 0.77% | 1.23 | 1.24 | 500'000 | 500'000 | 499'998 | 499'995 | 652'748 | 657'745 | 98.55% | 98.55% |
18.12.2020 | 2.93% | 0.45 | 0.46 | 500'000 | 500'000 | 499'998 | 499'999 | 172'548 | 177'565 | 99.87% | 99.87% |
17.12.2020 | 2.69% | 0.35 | 0.36 | 500'000 | 500'000 | 500'000 | 499'997 | 184'517 | 189'516 | 99.43% | 99.43% |
16.12.2020 | 1.49% | 0.66 | 0.67 | 500'000 | 500'000 | 500'000 | 500'000 | 333'707 | 338'707 | 99.88% | 99.88% |
15.12.2020 | 0.86% | 1.08 | 1.09 | 500'000 | 500'000 | 500'000 | 500'000 | 579'003 | 584'003 | 99.93% | 99.93% |
14.12.2020 | 0.77% | 1.32 | 1.33 | 500'000 | 500'000 | 500'000 | 500'000 | 651'442 | 656'442 | 99.88% | 99.88% |
11.12.2020 | 0.63% | 1.57 | 1.58 | 500'000 | 500'000 | 499'999 | 500'000 | 797'714 | 802'714 | 99.89% | 99.89% |