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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.65% | 1.56 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 152'835 | 153'835 | 3.43% | 7.13% |
17.12.2020 | 0.64% | 1.54 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 155'297 | 156'297 | 100.00% | 100.00% |
16.12.2020 | 0.65% | 1.46 | 1.47 | 100'000 | 100'000 | 99'155 | 99'155 | 152'372 | 153'363 | 99.94% | 99.94% |
15.12.2020 | 0.72% | 1.38 | 1.39 | 100'000 | 100'000 | 100'000 | 100'000 | 138'259 | 139'259 | 100.00% | 100.00% |
14.12.2020 | 0.64% | 1.50 | 1.51 | 100'000 | 100'000 | 99'988 | 99'988 | 155'742 | 156'742 | 100.00% | 100.00% |
11.12.2020 | 0.77% | 1.37 | 1.38 | 100'000 | 100'000 | 100'000 | 100'000 | 129'775 | 130'775 | 99.98% | 99.98% |
10.12.2020 | 0.70% | 1.42 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 143'485 | 144'485 | 99.99% | 99.99% |
09.12.2020 | 0.63% | 1.47 | 1.48 | 100'000 | 100'000 | 100'000 | 100'000 | 157'159 | 158'159 | 99.99% | 99.99% |