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 | - | 9.36 | - | 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 | 0.11% | 9.48 | 9.47 | 50'000 | 50'000 | 50'000 | 50'000 | 472'074 | 472'574 | 3.43% | 7.13% |
17.12.2020 | 0.11% | 9.44 | 9.45 | 100'000 | 100'000 | 60'729 | 60'729 | 574'015 | 574'622 | 100.00% | 100.00% |
16.12.2020 | 0.11% | 9.36 | 9.37 | 100'000 | 100'000 | 60'731 | 60'731 | 572'385 | 572'992 | 99.98% | 99.98% |
15.12.2020 | 0.11% | 9.25 | 9.26 | 100'000 | 100'000 | 60'728 | 60'728 | 561'242 | 561'849 | 100.00% | 100.00% |
14.12.2020 | 0.11% | 9.39 | 9.40 | 100'000 | 100'000 | 60'728 | 60'728 | 574'541 | 575'148 | 100.00% | 100.00% |
11.12.2020 | 0.11% | 9.25 | 9.26 | 100'000 | 100'000 | 60'730 | 60'730 | 555'806 | 556'413 | 99.99% | 99.99% |
10.12.2020 | 0.11% | 9.29 | 9.30 | 100'000 | 100'000 | 60'723 | 60'723 | 564'838 | 565'445 | 99.97% | 99.97% |