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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.12.2020 | - | 0.77 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
21.12.2020 | - | 0.81 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.95% |
18.12.2020 | - | 0.71 | 0.74 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 1.37% | 0.71 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 72'266 | 73'266 | 94.14% | 94.14% |
16.12.2020 | 1.28% | 0.75 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 77'766 | 78'766 | 94.29% | 94.29% |
15.12.2020 | 1.24% | 0.82 | 0.83 | 100'000 | 100'000 | 100'000 | 100'000 | 80'028 | 81'028 | 97.16% | 97.16% |
14.12.2020 | 1.24% | 0.79 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 79'852 | 80'852 | 100.00% | 100.00% |
11.12.2020 | 1.26% | 0.77 | 0.78 | 100'000 | 100'000 | 100'000 | 100'000 | 79'021 | 80'021 | 99.22% | 99.22% |
10.12.2020 | 1.34% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 74'236 | 75'236 | 96.87% | 96.87% |
09.12.2020 | 1.30% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 76'292 | 77'292 | 98.76% | 98.76% |