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 | - | 11.64 | - | 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 | 0.09% | 11.75 | 11.73 | 50'000 | 50'000 | 50'000 | 50'000 | 585'292 | 585'792 | 3.43% | 7.12% |
17.12.2020 | 0.09% | 11.71 | 11.72 | 100'000 | 100'000 | 60'729 | 60'729 | 711'279 | 711'887 | 100.00% | 100.00% |
16.12.2020 | 0.09% | 11.62 | 11.63 | 100'000 | 100'000 | 60'736 | 60'736 | 709'766 | 710'373 | 99.94% | 99.94% |
15.12.2020 | 0.09% | 11.52 | 11.53 | 100'000 | 100'000 | 60'729 | 60'729 | 698'934 | 699'541 | 100.00% | 100.00% |
14.12.2020 | 0.09% | 11.66 | 11.67 | 100'000 | 100'000 | 60'729 | 60'729 | 712'211 | 712'818 | 100.00% | 100.00% |
11.12.2020 | 0.09% | 11.53 | 11.54 | 100'000 | 100'000 | 60'730 | 60'730 | 693'775 | 694'382 | 99.99% | 99.99% |
10.12.2020 | 0.09% | 11.56 | 11.57 | 100'000 | 100'000 | 60'725 | 60'725 | 702'689 | 703'297 | 99.98% | 99.98% |