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 | 1.66% | 0.60 | 0.61 | 500'000 | 500'000 | 500'000 | 500'000 | 298'785 | 303'785 | 3.43% | 7.12% |
17.12.2020 | 1.66% | 0.61 | 0.62 | 500'000 | 500'000 | 500'000 | 500'000 | 298'551 | 303'551 | 99.49% | 99.49% |
16.12.2020 | 1.62% | 0.59 | 0.60 | 500'000 | 500'000 | 500'000 | 500'000 | 305'604 | 310'604 | 99.45% | 99.45% |
15.12.2020 | 1.70% | 0.60 | 0.61 | 500'000 | 500'000 | 500'000 | 500'000 | 292'118 | 297'118 | 99.53% | 99.53% |
14.12.2020 | 1.71% | 0.57 | 0.58 | 500'000 | 500'000 | 500'000 | 500'000 | 289'853 | 294'853 | 99.56% | 99.56% |
11.12.2020 | 1.78% | 0.56 | 0.57 | 500'000 | 500'000 | 500'000 | 500'000 | 278'594 | 283'594 | 99.56% | 99.56% |
10.12.2020 | 1.68% | 0.58 | 0.59 | 500'000 | 500'000 | 500'000 | 500'000 | 295'490 | 300'490 | 99.55% | 99.55% |