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 | - | 10.73 | - | 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% | 10.84 | 10.83 | 50'000 | 50'000 | 50'000 | 50'000 | 540'008 | 540'508 | 3.43% | 7.13% |
17.12.2020 | 0.09% | 10.80 | 10.81 | 100'000 | 100'000 | 60'729 | 60'729 | 656'394 | 657'002 | 100.00% | 100.00% |
16.12.2020 | 0.09% | 10.72 | 10.73 | 100'000 | 100'000 | 60'733 | 60'733 | 654'823 | 655'430 | 99.97% | 99.97% |
15.12.2020 | 0.09% | 10.61 | 10.62 | 100'000 | 100'000 | 60'728 | 60'728 | 643'848 | 644'456 | 100.00% | 100.00% |
14.12.2020 | 0.09% | 10.75 | 10.76 | 100'000 | 100'000 | 60'729 | 60'729 | 657'151 | 657'758 | 100.00% | 100.00% |
11.12.2020 | 0.10% | 10.62 | 10.63 | 100'000 | 100'000 | 60'730 | 60'730 | 638'590 | 639'197 | 99.98% | 99.98% |
10.12.2020 | 0.09% | 10.65 | 10.66 | 100'000 | 100'000 | 60'726 | 60'726 | 647'571 | 648'178 | 99.99% | 99.99% |