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 | - | - |
17.12.2020 | - | - | 0.02 | 0 | 12'500 | 0 | 0 | 0 | 0 | 0.00% | 90.76% |
16.12.2020 | 40.00% | 0.02 | 0.02 | 12'500 | 50'000 | 12'500 | 12'500 | 250 | 375 | 22.33% | 82.23% |
15.12.2020 | 40.00% | 0.02 | 0.03 | 50'000 | 50'000 | 21'294 | 21'294 | 426 | 639 | 90.06% | 90.06% |
14.12.2020 | 40.00% | 0.02 | 0.03 | 50'000 | 50'000 | 21'308 | 21'308 | 426 | 639 | 87.72% | 87.72% |
11.12.2020 | 21.03% | 0.04 | 0.05 | 50'000 | 50'000 | 21'259 | 21'259 | 893 | 1'105 | 85.75% | 85.75% |
10.12.2020 | 22.24% | 0.04 | 0.05 | 50'000 | 50'000 | 17'041 | 17'041 | 680 | 851 | 86.16% | 86.16% |
09.12.2020 | 28.06% | 0.04 | 0.05 | 50'000 | 50'000 | 18'972 | 18'972 | 610 | 799 | 92.34% | 92.34% |
08.12.2020 | 27.02% | 0.03 | 0.04 | 50'000 | 50'000 | 20'626 | 20'626 | 649 | 856 | 97.18% | 97.18% |
07.12.2020 | 23.60% | 0.03 | 0.04 | 50'000 | 50'000 | 20'637 | 20'637 | 717 | 923 | 96.77% | 96.77% |