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 | - | 0.20 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 69.80% |
21.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2020 | 5.06% | 0.19 | 0.20 | 270'000 | 50'000 | 264'930 | 50'000 | 50'971 | 10'127 | 3.43% | 7.13% |
17.12.2020 | 4.88% | 0.20 | 0.21 | 250'000 | 100'000 | 250'031 | 60'655 | 50'002 | 12'736 | 97.26% | 97.26% |
16.12.2020 | 4.65% | 0.21 | 0.22 | 240'000 | 100'000 | 239'744 | 60'635 | 50'405 | 13'365 | 98.09% | 98.09% |
15.12.2020 | 4.38% | 0.22 | 0.23 | 230'000 | 100'000 | 226'571 | 60'839 | 50'572 | 14'093 | 97.43% | 97.43% |
14.12.2020 | 4.24% | 0.22 | 0.23 | 230'000 | 100'000 | 219'200 | 60'627 | 50'542 | 14'484 | 96.94% | 96.94% |
11.12.2020 | 3.83% | 0.26 | 0.27 | 200'000 | 100'000 | 200'000 | 42'839 | 51'173 | 11'358 | 92.80% | 92.80% |
10.12.2020 | 3.91% | 0.23 | 0.24 | 220'000 | 100'000 | 201'611 | 60'753 | 50'584 | 15'763 | 96.58% | 96.58% |