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 | 2.94% | 0.32 | 0.33 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 335'447 | 86'362 | 99.88% | 99.88% |
17.12.2020 | 3.09% | 0.33 | 0.34 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 318'898 | 82'224 | 100.00% | 100.00% |
16.12.2020 | 2.44% | 0.36 | 0.37 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 409'507 | 104'877 | 99.93% | 99.93% |
15.12.2020 | 1.77% | 0.58 | 0.59 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 561'988 | 142'997 | 99.97% | 99.97% |
14.12.2020 | 1.90% | 0.57 | 0.58 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 524'161 | 133'540 | 99.59% | 99.59% |
11.12.2020 | 1.81% | 0.54 | 0.55 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 549'819 | 139'955 | 100.00% | 100.00% |
10.12.2020 | 2.27% | 0.41 | 0.42 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 438'937 | 112'234 | 100.00% | 100.00% |
09.12.2020 | 2.31% | 0.46 | 0.47 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 428'985 | 109'746 | 99.99% | 99.99% |
08.12.2020 | 1.96% | 0.50 | 0.51 | 1'000'000 | 250'000 | 999'978 | 250'000 | 506'440 | 129'112 | 99.86% | 99.86% |