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 | 1.88% | 0.54 | 0.55 | 500'000 | 100'000 | 500'000 | 100'000 | 264'089 | 53'818 | 99.87% | 99.87% |
17.12.2020 | 1.75% | 0.59 | 0.60 | 500'000 | 100'000 | 500'000 | 100'000 | 283'102 | 57'621 | 100.00% | 100.00% |
16.12.2020 | 1.97% | 0.50 | 0.51 | 500'000 | 100'000 | 500'000 | 100'000 | 251'504 | 51'301 | 99.93% | 99.93% |
15.12.2020 | 2.58% | 0.40 | 0.41 | 500'000 | 100'000 | 500'000 | 100'000 | 191'510 | 39'302 | 99.98% | 99.98% |
14.12.2020 | 2.32% | 0.37 | 0.38 | 500'000 | 100'000 | 499'999 | 100'000 | 213'459 | 43'692 | 99.59% | 99.59% |
11.12.2020 | 2.71% | 0.38 | 0.39 | 500'000 | 100'000 | 500'000 | 100'000 | 182'737 | 37'548 | 100.00% | 100.00% |
10.12.2020 | 2.28% | 0.44 | 0.45 | 500'000 | 100'000 | 500'000 | 100'000 | 218'843 | 44'769 | 100.00% | 100.00% |
09.12.2020 | 2.04% | 0.47 | 0.48 | 500'000 | 100'000 | 500'000 | 100'000 | 243'071 | 49'614 | 100.00% | 100.00% |
08.12.2020 | 2.32% | 0.42 | 0.43 | 500'000 | 100'000 | 500'000 | 100'000 | 212'952 | 43'590 | 99.86% | 99.86% |