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 | 4.97% | 0.21 | 0.22 | 1'000'000 | 400'000 | 999'995 | 400'000 | 196'299 | 82'520 | 100.00% | 100.00% |
17.12.2020 | 6.86% | 0.17 | 0.18 | 1'000'000 | 400'000 | 999'979 | 400'000 | 141'775 | 60'711 | 99.44% | 99.44% |
16.12.2020 | 6.24% | 0.14 | 0.15 | 1'000'000 | 400'000 | 1'000'000 | 400'390 | 156'081 | 66'483 | 99.32% | 99.32% |
15.12.2020 | 5.26% | 0.17 | 0.18 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 185'172 | 78'069 | 99.45% | 99.45% |
14.12.2020 | 6.49% | 0.18 | 0.19 | 1'000'000 | 400'000 | 1'000'000 | 413'487 | 150'095 | 66'055 | 99.44% | 99.44% |
11.12.2020 | 5.82% | 0.17 | 0.18 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 166'932 | 88'466 | 99.39% | 99.39% |
10.12.2020 | 7.02% | 0.18 | 0.19 | 1'000'000 | 500'000 | 999'978 | 500'000 | 139'625 | 74'814 | 99.44% | 99.44% |
09.12.2020 | 4.32% | 0.21 | 0.22 | 1'000'000 | 400'000 | 999'810 | 401'090 | 226'714 | 94'932 | 99.45% | 99.45% |
08.12.2020 | 4.80% | 0.19 | 0.20 | 750'000 | 250'000 | 841'318 | 304'837 | 177'623 | 68'207 | 98.83% | 98.83% |