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 | - | - |
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 | 0.09% | 10.74 | 10.72 | 50'000 | 50'000 | 50'000 | 50'000 | 534'796 | 535'296 | 3.43% | 7.12% |
17.12.2020 | 0.09% | 10.70 | 10.71 | 100'000 | 100'000 | 60'729 | 60'729 | 650'086 | 650'694 | 100.00% | 100.00% |
16.12.2020 | 0.09% | 10.62 | 10.63 | 100'000 | 100'000 | 60'739 | 60'739 | 648'571 | 649'178 | 99.91% | 99.91% |
15.12.2020 | 0.10% | 10.51 | 10.52 | 100'000 | 100'000 | 60'729 | 60'729 | 637'592 | 638'199 | 100.00% | 100.00% |
14.12.2020 | 0.09% | 10.65 | 10.66 | 100'000 | 100'000 | 60'729 | 60'729 | 650'885 | 651'492 | 100.00% | 100.00% |
11.12.2020 | 0.10% | 10.51 | 10.52 | 100'000 | 100'000 | 60'731 | 60'731 | 632'364 | 632'971 | 99.99% | 99.99% |
10.12.2020 | 0.09% | 10.55 | 10.56 | 100'000 | 100'000 | 60'723 | 60'723 | 641'315 | 641'922 | 99.98% | 99.98% |