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 | 115.89% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'926 | 10'800 | 100.00% | 100.00% |
17.12.2020 | 14.07% | 0.08 | 0.09 | 400'000 | 400'000 | 241'694 | 241'694 | 16'242 | 18'659 | 98.15% | 98.15% |
16.12.2020 | 10.61% | 0.12 | 0.13 | 400'000 | 400'000 | 242'252 | 242'252 | 22'758 | 25'180 | 98.81% | 98.81% |
15.12.2020 | 4.61% | 0.18 | 0.19 | 360'000 | 360'000 | 218'443 | 218'443 | 46'975 | 49'159 | 99.09% | 99.09% |
14.12.2020 | 5.67% | 0.19 | 0.20 | 400'000 | 400'000 | 242'450 | 242'450 | 41'149 | 43'573 | 98.92% | 98.92% |
11.12.2020 | 2.71% | 0.31 | 0.32 | 400'000 | 400'000 | 241'522 | 241'522 | 86'896 | 89'312 | 98.17% | 98.17% |
10.12.2020 | 3.44% | 0.29 | 0.30 | 400'000 | 400'000 | 237'081 | 237'081 | 68'957 | 71'328 | 95.68% | 95.68% |
09.12.2020 | 4.14% | 0.28 | 0.29 | 400'000 | 400'000 | 243'508 | 243'508 | 57'970 | 60'405 | 95.74% | 95.74% |
08.12.2020 | 2.81% | 0.30 | 0.31 | 400'000 | 400'000 | 242'669 | 242'669 | 84'108 | 86'535 | 99.07% | 99.07% |