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 | - | 0.64 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
21.12.2020 | - | 0.65 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.87% |
18.12.2020 | - | 0.64 | 0.64 | 200'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
17.12.2020 | 0.48% | 0.63 | 0.63 | 100'000 | 100'000 | 100'000 | 100'000 | 62'268 | 62'568 | 100.00% | 100.00% |
16.12.2020 | 0.45% | 0.66 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 66'315 | 66'615 | 99.91% | 99.91% |
15.12.2020 | 0.45% | 0.65 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 66'574 | 66'874 | 100.00% | 100.00% |
14.12.2020 | 0.46% | 0.67 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 65'202 | 65'502 | 100.00% | 100.00% |
11.12.2020 | 0.44% | 0.66 | 0.67 | 100'000 | 100'000 | 100'000 | 100'000 | 68'007 | 68'307 | 100.00% | 100.00% |
10.12.2020 | 0.46% | 0.66 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 65'129 | 65'429 | 99.98% | 99.98% |
09.12.2020 | 0.47% | 0.65 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 64'134 | 64'434 | 99.99% | 99.99% |