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 | - | - |
14.01.2021 | 7.69% | 0.12 | 0.13 | 420'000 | 50'000 | 404'177 | 50'000 | 50'519 | 6'783 | 100.00% | 100.00% |
13.01.2021 | 5.41% | 0.17 | 0.18 | 300'000 | 50'000 | 282'603 | 50'000 | 50'847 | 9'518 | 100.00% | 100.00% |
12.01.2021 | 5.52% | 0.19 | 0.20 | 270'000 | 50'000 | 288'636 | 50'000 | 50'836 | 9'333 | 100.00% | 100.00% |
11.01.2021 | 5.38% | 0.20 | 0.21 | 250'000 | 50'000 | 282'322 | 50'000 | 51'087 | 9'590 | 100.00% | 100.00% |
08.01.2021 | 6.42% | 0.16 | 0.17 | 320'000 | 50'000 | 337'644 | 50'000 | 50'932 | 8'059 | 94.02% | 94.02% |