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 | - | 9.82 | - | 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 | 0.10% | 9.93 | 9.92 | 50'000 | 50'000 | 50'000 | 50'000 | 494'694 | 495'194 | 3.43% | 7.13% |
17.12.2020 | 0.10% | 9.90 | 9.91 | 100'000 | 100'000 | 60'729 | 60'729 | 601'479 | 602'087 | 100.00% | 100.00% |
16.12.2020 | 0.10% | 9.81 | 9.82 | 100'000 | 100'000 | 60'733 | 60'733 | 599'857 | 600'464 | 99.97% | 99.97% |
15.12.2020 | 0.10% | 9.70 | 9.71 | 100'000 | 100'000 | 60'729 | 60'729 | 588'789 | 589'396 | 100.00% | 100.00% |
14.12.2020 | 0.10% | 9.85 | 9.86 | 100'000 | 100'000 | 60'729 | 60'729 | 602'082 | 602'690 | 100.00% | 100.00% |
11.12.2020 | 0.10% | 9.71 | 9.72 | 100'000 | 100'000 | 60'730 | 60'730 | 583'396 | 584'003 | 99.97% | 99.97% |
10.12.2020 | 0.10% | 9.74 | 9.75 | 100'000 | 100'000 | 60'725 | 60'725 | 592'421 | 593'029 | 99.98% | 99.98% |