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 | - | - |
18.12.2020 | - | 0.01 | 0.03 | 60'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2020 | 81.88% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 3'168 | 6'923 | 100.00% | 100.00% |
16.12.2020 | 15.95% | 0.11 | 0.13 | 150'000 | 150'000 | 150'000 | 150'000 | 17'446 | 20'446 | 100.00% | 100.00% |
15.12.2020 | 26.16% | 0.07 | 0.09 | 150'000 | 150'000 | 150'000 | 150'000 | 10'182 | 13'182 | 100.00% | 100.00% |
14.12.2020 | 73.31% | 0.03 | 0.05 | 150'000 | 150'000 | 150'000 | 150'000 | 3'175 | 6'624 | 100.00% | 100.00% |
11.12.2020 | 26.96% | 0.04 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'715 | 8'808 | 97.14% | 97.14% |
10.12.2020 | 7.89% | 0.08 | 0.09 | 140'000 | 140'000 | 140'000 | 140'000 | 19'601 | 21'001 | 99.99% | 99.99% |
09.12.2020 | 4.58% | 0.22 | 0.23 | 150'000 | 150'000 | 150'000 | 150'000 | 32'633 | 34'133 | 99.90% | 99.90% |
08.12.2020 | 8.95% | 0.18 | 0.19 | 80'000 | 80'000 | 80'000 | 80'000 | 19'629 | 21'445 | 97.28% | 97.28% |