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 | 166.67% | 0.00 | 0.01 | 900'000 | 300'000 | 811'819 | 300'000 | 812 | 3'300 | 98.55% | 99.87% |
17.12.2020 | 166.67% | 0.00 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 300 | 3'300 | 100.00% | 100.00% |
16.12.2020 | 147.27% | 0.00 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 592 | 3'592 | 84.86% | 99.82% |
15.12.2020 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
14.12.2020 | 66.67% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 23.23% | 99.58% |
11.12.2020 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
10.12.2020 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09.12.2020 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.12.2020 | 66.67% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 44.75% | 99.86% |