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 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 98.26% |
17.12.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
16.12.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
15.12.2020 | - | - | 0.02 | 0 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2020 | 120.00% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 400 | 1'600 | 1.82% | 100.00% |
11.12.2020 | 113.39% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 477 | 1'677 | 37.51% | 100.00% |
10.12.2020 | 102.95% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 628 | 1'828 | 43.75% | 100.00% |
09.12.2020 | 70.89% | 0.01 | 0.03 | 80'000 | 80'000 | 80'000 | 80'000 | 1'129 | 2'329 | 99.41% | 99.41% |
08.12.2020 | 90.78% | 0.02 | 0.03 | 80'000 | 80'000 | 80'000 | 80'000 | 816 | 2'016 | 33.89% | 99.68% |