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 | 2.13% | 0.47 | 0.48 | 200'000 | 150'000 | 200'000 | 150'000 | 93'112 | 71'334 | 100.00% | 100.00% |
17.12.2020 | 1.92% | 0.48 | 0.49 | 200'000 | 150'000 | 389'098 | 149'745 | 206'177 | 78'861 | 100.00% | 100.00% |
16.12.2020 | 1.63% | 0.52 | 0.53 | 600'000 | 150'000 | 600'000 | 150'000 | 367'294 | 93'323 | 100.00% | 100.00% |
15.12.2020 | 1.33% | 0.71 | 0.72 | 600'000 | 150'000 | 600'000 | 150'000 | 450'024 | 114'006 | 100.00% | 100.00% |
14.12.2020 | 1.56% | 0.71 | 0.72 | 600'000 | 150'000 | 599'995 | 150'000 | 382'834 | 97'210 | 99.77% | 99.77% |
11.12.2020 | 1.62% | 0.63 | 0.64 | 600'000 | 150'000 | 600'000 | 150'000 | 367'568 | 93'392 | 100.00% | 100.00% |
10.12.2020 | 1.58% | 0.63 | 0.64 | 600'000 | 150'000 | 600'000 | 150'000 | 377'472 | 95'868 | 99.75% | 99.75% |
09.12.2020 | 1.42% | 0.73 | 0.74 | 600'000 | 150'000 | 600'000 | 150'000 | 420'495 | 106'624 | 99.99% | 99.99% |
08.12.2020 | 1.74% | 0.64 | 0.65 | 600'000 | 150'000 | 599'945 | 150'000 | 342'626 | 87'164 | 100.00% | 100.00% |