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 | 3.64% | 0.28 | 0.29 | 300'000 | 100'000 | 299'994 | 100'000 | 80'850 | 27'951 | 100.00% | 100.00% |
17.12.2020 | 3.90% | 0.25 | 0.26 | 300'000 | 100'000 | 299'998 | 100'000 | 75'489 | 26'163 | 100.00% | 100.00% |
16.12.2020 | 4.37% | 0.22 | 0.23 | 300'000 | 100'000 | 300'000 | 100'000 | 67'322 | 23'441 | 100.00% | 100.00% |
15.12.2020 | 5.18% | 0.20 | 0.21 | 300'000 | 100'000 | 352'943 | 100'000 | 66'201 | 19'838 | 100.00% | 100.00% |
14.12.2020 | 5.43% | 0.21 | 0.22 | 450'000 | 100'000 | 447'976 | 100'000 | 80'543 | 18'993 | 99.77% | 99.77% |
11.12.2020 | 5.59% | 0.18 | 0.19 | 450'000 | 100'000 | 450'000 | 100'000 | 78'603 | 18'467 | 100.00% | 100.00% |
10.12.2020 | 3.90% | 0.24 | 0.25 | 450'000 | 100'000 | 450'000 | 100'000 | 113'414 | 26'203 | 99.90% | 99.90% |
09.12.2020 | 3.81% | 0.24 | 0.25 | 450'000 | 100'000 | 437'378 | 100'000 | 112'918 | 26'850 | 99.99% | 99.99% |
08.12.2020 | 4.52% | 0.23 | 0.24 | 450'000 | 100'000 | 450'000 | 100'000 | 97'573 | 22'683 | 100.00% | 100.00% |