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 | 1.83% | 0.55 | 0.55 | 500'000 | 500'000 | 500'000 | 500'000 | 271'401 | 276'401 | 3.42% | 7.12% |
17.12.2020 | 1.83% | 0.55 | 0.56 | 500'000 | 500'000 | 500'000 | 500'000 | 271'222 | 276'222 | 99.49% | 99.49% |
16.12.2020 | 1.78% | 0.54 | 0.55 | 500'000 | 500'000 | 500'000 | 500'000 | 278'355 | 283'355 | 99.48% | 99.48% |
15.12.2020 | 1.87% | 0.55 | 0.56 | 500'000 | 500'000 | 500'000 | 500'000 | 264'906 | 269'906 | 99.53% | 99.53% |
14.12.2020 | 1.89% | 0.52 | 0.53 | 500'000 | 500'000 | 500'000 | 500'000 | 262'655 | 267'655 | 99.56% | 99.56% |
11.12.2020 | 1.97% | 0.50 | 0.51 | 500'000 | 500'000 | 500'000 | 500'000 | 251'375 | 256'375 | 99.57% | 99.57% |
10.12.2020 | 1.85% | 0.53 | 0.54 | 500'000 | 500'000 | 500'000 | 500'000 | 268'322 | 273'322 | 99.56% | 99.56% |