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 | - | - |
18.12.2020 | 12.81% | 0.06 | 0.07 | 450'000 | 150'000 | 450'000 | 150'000 | 33'007 | 12'502 | 100.00% | 100.00% |
17.12.2020 | 9.04% | 0.08 | 0.09 | 450'000 | 150'000 | 450'000 | 150'000 | 49'026 | 17'842 | 99.78% | 99.78% |
16.12.2020 | 8.10% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 53'407 | 19'302 | 99.99% | 99.99% |
15.12.2020 | 7.83% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 55'323 | 19'941 | 100.00% | 100.00% |
14.12.2020 | 6.32% | 0.14 | 0.15 | 450'000 | 150'000 | 450'000 | 150'000 | 69'396 | 24'632 | 99.76% | 99.76% |
11.12.2020 | 6.71% | 0.15 | 0.16 | 600'000 | 150'000 | 593'263 | 150'000 | 85'450 | 23'124 | 100.00% | 100.00% |
10.12.2020 | 6.22% | 0.15 | 0.16 | 600'000 | 150'000 | 582'390 | 150'000 | 90'597 | 24'883 | 99.89% | 99.89% |
09.12.2020 | 6.43% | 0.16 | 0.17 | 600'000 | 150'000 | 600'000 | 150'000 | 90'670 | 24'168 | 99.95% | 99.95% |
08.12.2020 | 6.64% | 0.15 | 0.16 | 600'000 | 150'000 | 600'000 | 150'000 | 87'543 | 23'386 | 100.00% | 100.00% |