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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2020 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 79.56% |
16.12.2020 | 40.00% | 0.02 | 0.02 | 12'500 | 50'000 | 12'500 | 12'500 | 250 | 375 | 22.35% | 82.26% |
15.12.2020 | 39.72% | 0.02 | 0.03 | 50'000 | 50'000 | 21'294 | 21'294 | 438 | 651 | 90.06% | 90.06% |
14.12.2020 | 40.00% | 0.02 | 0.03 | 50'000 | 50'000 | 20'471 | 20'471 | 409 | 614 | 96.94% | 96.94% |
11.12.2020 | 20.34% | 0.04 | 0.05 | 50'000 | 50'000 | 21'259 | 21'259 | 914 | 1'127 | 85.75% | 85.75% |
10.12.2020 | 22.22% | 0.04 | 0.05 | 50'000 | 50'000 | 18'712 | 18'712 | 749 | 936 | 90.76% | 90.76% |
09.12.2020 | 27.50% | 0.04 | 0.05 | 50'000 | 50'000 | 18'972 | 18'972 | 653 | 843 | 92.34% | 92.34% |
08.12.2020 | 22.22% | 0.04 | 0.05 | 50'000 | 50'000 | 20'626 | 20'626 | 825 | 1'031 | 97.18% | 97.18% |