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 | - | - |
28.12.2020 | 0.88% | 90.65 | 91.45 | 100'000 | 100'000 | 100'000 | 100'000 | 90'343 | 91'143 | 100.00% | 100.00% |
23.12.2020 | 0.89% | 89.70 | 90.50 | 100'000 | 100'000 | 100'000 | 100'000 | 89'228 | 90'028 | 100.00% | 100.00% |
22.12.2020 | 0.90% | 88.89 | 89.69 | 100'000 | 100'000 | 100'000 | 100'000 | 88'551 | 89'351 | 100.00% | 100.00% |
21.12.2020 | 0.91% | 87.85 | 88.65 | 100'000 | 100'000 | 100'000 | 100'000 | 87'469 | 88'269 | 100.00% | 100.00% |
18.12.2020 | 0.88% | 90.90 | 91.70 | 100'000 | 100'000 | 100'000 | 100'000 | 91'012 | 91'812 | 100.00% | 100.00% |
17.12.2020 | 0.87% | 91.55 | 92.35 | 100'000 | 100'000 | 100'000 | 100'000 | 91'875 | 92'675 | 100.00% | 100.00% |
16.12.2020 | 0.87% | 91.51 | 92.31 | 100'000 | 100'000 | 100'000 | 100'000 | 91'317 | 92'117 | 100.00% | 100.00% |
15.12.2020 | 0.90% | 89.10 | 89.90 | 100'000 | 100'000 | 100'000 | 100'000 | 88'904 | 89'704 | 100.00% | 100.00% |
14.12.2020 | 0.90% | 88.36 | 89.16 | 100'000 | 100'000 | 100'000 | 100'000 | 88'952 | 89'752 | 100.00% | 100.00% |