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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 0.78% | 1.27 | 1.28 | 250'000 | 250'000 | 250'000 | 250'000 | 317'500 | 320'000 | 3.43% | 5.48% |
17.12.2020 | 0.77% | 1.27 | 1.28 | 500'000 | 500'000 | 305'606 | 305'606 | 394'163 | 397'219 | 96.42% | 96.42% |
16.12.2020 | 0.83% | 1.27 | 1.28 | 500'000 | 500'000 | 305'421 | 305'421 | 370'334 | 373'388 | 96.75% | 96.75% |
15.12.2020 | 0.83% | 1.17 | 1.18 | 500'000 | 500'000 | 305'415 | 305'415 | 367'200 | 370'254 | 96.76% | 96.76% |
14.12.2020 | 0.84% | 1.22 | 1.23 | 500'000 | 500'000 | 304'883 | 304'883 | 364'260 | 367'308 | 97.64% | 97.64% |
11.12.2020 | 0.88% | 1.15 | 1.16 | 500'000 | 500'000 | 305'679 | 305'679 | 346'361 | 349'418 | 96.26% | 96.26% |
10.12.2020 | 0.85% | 1.16 | 1.17 | 500'000 | 500'000 | 306'313 | 306'313 | 358'224 | 361'287 | 95.15% | 95.15% |