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 | - | - |
30.12.2020 | 42.44% | 0.13 | 0.24 | 200'000 | 200'000 | 121'821 | 121'825 | 22'143 | 33'984 | 100.00% | 100.00% |
29.12.2020 | 92.54% | 0.26 | 0.27 | 200'000 | 200'000 | 122'027 | 122'027 | 14'600 | 33'403 | 99.23% | 99.23% |
28.12.2020 | 14.30% | 0.21 | 0.24 | 200'000 | 200'000 | 121'875 | 121'868 | 34'956 | 40'319 | 99.88% | 99.88% |
23.12.2020 | 1.77% | 0.44 | 0.45 | 200'000 | 200'000 | 121'826 | 121'827 | 66'934 | 68'154 | 100.00% | 100.00% |
22.12.2020 | 1.96% | 0.55 | 0.56 | 200'000 | 200'000 | 121'994 | 121'996 | 63'991 | 65'218 | 99.24% | 99.24% |
21.12.2020 | 1.29% | 0.67 | 0.68 | 200'000 | 197'000 | 121'849 | 121'842 | 95'819 | 97'033 | 99.84% | 99.84% |
18.12.2020 | 2.30% | 0.60 | 0.61 | 200'000 | 200'000 | 121'861 | 121'861 | 55'047 | 56'277 | 99.99% | 99.99% |
17.12.2020 | 2.28% | 0.45 | 0.46 | 200'000 | 200'000 | 121'692 | 121'692 | 52'871 | 54'088 | 99.47% | 99.47% |
16.12.2020 | 2.15% | 0.55 | 0.56 | 200'000 | 200'000 | 121'865 | 121'865 | 57'838 | 59'057 | 99.88% | 99.88% |