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 | 56.52% | 0.01 | 0.02 | 280'000 | 280'000 | 280'000 | 280'000 | 3'942 | 6'819 | 95.90% | 95.90% |
17.12.2020 | 41.15% | 0.03 | 0.04 | 280'000 | 280'000 | 323'333 | 323'333 | 6'279 | 9'512 | 100.00% | 100.00% |
16.12.2020 | 60.06% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 5'130 | 9'244 | 99.99% | 99.99% |
15.12.2020 | 39.83% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'214 | 12'214 | 100.00% | 100.00% |
14.12.2020 | 23.50% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 15'278 | 19'278 | 100.00% | 100.00% |
11.12.2020 | 28.20% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 12'949 | 16'949 | 99.81% | 99.81% |
10.12.2020 | 20.34% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 17'969 | 21'969 | 96.69% | 96.69% |
09.12.2020 | 22.42% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 15'969 | 19'969 | 99.38% | 99.38% |
08.12.2020 | 31.67% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 11'174 | 15'174 | 99.62% | 99.62% |