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 | - | - |
23.12.2020 | 5.47% | 0.17 | 0.18 | 300'000 | 100'000 | 286'580 | 100'000 | 50'912 | 18'810 | 100.00% | 100.00% |
22.12.2020 | 4.69% | 0.20 | 0.21 | 250'000 | 100'000 | 242'011 | 100'000 | 50'402 | 21'877 | 100.00% | 100.00% |
21.12.2020 | 4.44% | 0.21 | 0.22 | 240'000 | 100'000 | 229'105 | 100'000 | 50'494 | 23'109 | 93.07% | 93.07% |
18.12.2020 | 8.00% | 0.13 | 0.14 | 390'000 | 100'000 | 420'845 | 100'000 | 50'502 | 13'044 | 100.00% | 100.00% |
17.12.2020 | 7.69% | 0.12 | 0.13 | 420'000 | 100'000 | 404'387 | 100'000 | 50'570 | 13'583 | 100.00% | 100.00% |
16.12.2020 | 6.71% | 0.15 | 0.16 | 340'000 | 100'000 | 351'611 | 100'000 | 50'655 | 15'436 | 99.99% | 99.99% |
15.12.2020 | 5.48% | 0.16 | 0.17 | 320'000 | 100'000 | 286'426 | 100'000 | 50'830 | 18'823 | 100.00% | 100.00% |
14.12.2020 | 4.89% | 0.20 | 0.21 | 250'000 | 100'000 | 254'244 | 100'000 | 50'680 | 21'137 | 100.00% | 100.00% |
11.12.2020 | 3.91% | 0.26 | 0.27 | 200'000 | 100'000 | 202'193 | 100'000 | 50'765 | 26'125 | 100.00% | 100.00% |