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 | - | 11.74 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 51.25% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 0.08% | 11.81 | 11.80 | 50'000 | 50'000 | 50'000 | 50'000 | 589'493 | 589'993 | 3.43% | 7.13% |
17.12.2020 | 0.09% | 11.73 | 11.74 | 100'000 | 100'000 | 60'745 | 60'745 | 713'822 | 714'429 | 99.85% | 99.85% |
16.12.2020 | 0.09% | 11.61 | 11.62 | 100'000 | 100'000 | 60'733 | 60'733 | 702'502 | 703'110 | 99.97% | 99.97% |
15.12.2020 | 0.09% | 11.37 | 11.38 | 100'000 | 100'000 | 60'728 | 60'728 | 694'288 | 694'895 | 100.00% | 100.00% |
14.12.2020 | 0.09% | 11.45 | 11.46 | 100'000 | 100'000 | 60'728 | 60'728 | 686'627 | 687'235 | 100.00% | 100.00% |
11.12.2020 | 0.09% | 11.11 | 11.12 | 100'000 | 100'000 | 60'730 | 60'730 | 673'994 | 674'601 | 99.98% | 99.98% |
10.12.2020 | 0.09% | 11.27 | 11.28 | 100'000 | 100'000 | 60'723 | 60'723 | 676'510 | 677'117 | 99.98% | 99.98% |