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 | - | - |
17.12.2020 | 2.15% | 0.44 | 0.45 | 500'000 | 500'000 | 499'994 | 499'997 | 231'177 | 236'179 | 99.43% | 99.43% |
16.12.2020 | 1.34% | 0.75 | 0.76 | 500'000 | 500'000 | 499'998 | 499'991 | 373'157 | 378'152 | 99.90% | 99.90% |
15.12.2020 | 0.80% | 1.16 | 1.17 | 500'000 | 500'000 | 500'000 | 499'959 | 619'395 | 624'344 | 99.93% | 99.93% |
14.12.2020 | 0.72% | 1.40 | 1.41 | 500'000 | 500'000 | 500'000 | 499'997 | 691'046 | 696'042 | 99.88% | 99.88% |
11.12.2020 | 0.60% | 1.65 | 1.66 | 500'000 | 500'000 | 499'996 | 500'000 | 836'424 | 841'430 | 99.88% | 99.88% |
10.12.2020 | 0.80% | 1.26 | 1.27 | 500'000 | 500'000 | 499'999 | 500'000 | 624'772 | 629'774 | 99.98% | 99.98% |
09.12.2020 | 0.90% | 1.19 | 1.20 | 500'000 | 500'000 | 500'000 | 500'000 | 552'310 | 557'310 | 99.18% | 99.18% |
08.12.2020 | 0.71% | 1.33 | 1.34 | 500'000 | 500'000 | 500'000 | 500'000 | 707'009 | 712'009 | 99.28% | 99.28% |
07.12.2020 | 0.70% | 1.40 | 1.41 | 500'000 | 500'000 | 500'000 | 500'000 | 716'686 | 721'686 | 98.72% | 98.72% |