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 | - | - |
04.12.2020 | 70.69% | 0.16 | 0.27 | 200'000 | 200'000 | 121'825 | 121'826 | 28'613 | 59'293 | 100.00% | 100.00% |
03.12.2020 | 14.82% | 0.30 | 0.31 | 200'000 | 200'000 | 122'488 | 122'482 | 47'799 | 55'073 | 97.02% | 97.02% |
02.12.2020 | 1.76% | 0.48 | 0.49 | 200'000 | 200'000 | 121'847 | 121'737 | 68'122 | 69'274 | 99.99% | 99.99% |
01.12.2020 | 24.73% | 0.32 | 0.33 | 200'000 | 200'000 | 121'799 | 121'794 | 42'708 | 53'581 | 100.00% | 100.00% |
30.11.2020 | 1.71% | 0.72 | 0.73 | 200'000 | 200'000 | 142'707 | 142'708 | 85'436 | 86'863 | 99.99% | 99.99% |
27.11.2020 | 2.33% | 0.43 | 0.44 | 500'000 | 500'000 | 265'240 | 265'273 | 111'888 | 114'555 | 99.02% | 99.02% |
26.11.2020 | 2.09% | 0.48 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 94'903 | 96'903 | 98.76% | 98.76% |
25.11.2020 | 2.55% | 0.45 | 0.46 | 500'000 | 500'000 | 206'141 | 206'141 | 86'660 | 88'722 | 98.14% | 98.14% |
24.11.2020 | 2.13% | 0.42 | 0.43 | 500'000 | 500'000 | 187'960 | 187'930 | 84'240 | 86'107 | 99.27% | 99.27% |