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 | 32.58% | 0.02 | 0.03 | 160'000 | 160'000 | 160'000 | 160'000 | 4'207 | 5'807 | 51.78% | 51.78% |
17.12.2020 | 11.27% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 18'189 | 20'189 | 99.45% | 99.45% |
16.12.2020 | 20.08% | 0.04 | 0.05 | 200'000 | 200'000 | 199'833 | 200'000 | 9'370 | 11'379 | 100.00% | 100.00% |
15.12.2020 | 24.20% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 7'388 | 9'388 | 99.93% | 99.93% |
14.12.2020 | 42.76% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 3'892 | 5'902 | 98.15% | 98.15% |
11.12.2020 | 13.51% | 0.09 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 13'973 | 15'973 | 100.00% | 100.00% |
10.12.2020 | 11.09% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 17'173 | 19'173 | 99.84% | 99.84% |
09.12.2020 | 6.98% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 28'190 | 30'190 | 98.93% | 98.93% |
08.12.2020 | 5.37% | 0.18 | 0.19 | 200'000 | 200'000 | 199'972 | 199'983 | 36'299 | 38'301 | 100.00% | 100.00% |