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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 0.36% | 2.70 | 2.74 | 20'000 | 20'000 | 20'000 | 20'000 | 55'266 | 55'466 | 3.43% | 7.12% |
17.12.2020 | 0.36% | 2.81 | 2.82 | 20'000 | 20'000 | 20'000 | 20'000 | 55'945 | 56'145 | 99.48% | 99.48% |
16.12.2020 | 0.66% | 2.78 | 2.80 | 20'000 | 10'000 | 20'000 | 10'000 | 60'718 | 30'559 | 98.94% | 98.94% |
15.12.2020 | 0.56% | 3.59 | 3.61 | 20'000 | 10'000 | 20'000 | 10'000 | 70'989 | 35'695 | 99.51% | 99.51% |
14.12.2020 | 0.55% | 3.58 | 3.60 | 20'000 | 10'000 | 20'000 | 10'000 | 73'177 | 36'788 | 99.48% | 99.48% |
11.12.2020 | 0.52% | 3.78 | 3.80 | 20'000 | 10'000 | 20'000 | 10'000 | 76'258 | 38'329 | 99.53% | 99.53% |
10.12.2020 | 0.56% | 3.51 | 3.53 | 20'000 | 10'000 | 20'000 | 10'000 | 71'547 | 35'974 | 99.53% | 99.53% |
09.12.2020 | 0.57% | 3.49 | 3.51 | 20'000 | 10'000 | 20'000 | 10'000 | 69'504 | 34'952 | 99.52% | 99.52% |