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 | 2.58% | 0.78 | 0.80 | 300'000 | 300'000 | 300'000 | 300'000 | 229'597 | 235'597 | 99.99% | 99.99% |
17.12.2020 | 2.52% | 0.77 | 0.79 | 300'000 | 300'000 | 299'894 | 299'894 | 234'924 | 240'923 | 96.35% | 96.35% |
16.12.2020 | 2.84% | 0.74 | 0.76 | 300'000 | 300'000 | 300'000 | 300'000 | 209'042 | 215'042 | 85.90% | 85.90% |
15.12.2020 | 3.60% | 0.53 | 0.55 | 300'000 | 300'000 | 300'000 | 300'000 | 163'765 | 169'765 | 98.34% | 98.34% |
14.12.2020 | 3.34% | 0.54 | 0.56 | 300'000 | 300'000 | 300'000 | 300'000 | 177'002 | 183'002 | 97.58% | 97.58% |
11.12.2020 | 3.43% | 0.59 | 0.61 | 300'000 | 300'000 | 300'000 | 300'000 | 172'297 | 178'297 | 94.64% | 94.64% |
10.12.2020 | 2.92% | 0.71 | 0.73 | 300'000 | 300'000 | 300'000 | 300'000 | 202'825 | 208'825 | 97.94% | 97.94% |
09.12.2020 | 2.88% | 0.65 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 205'201 | 211'201 | 99.86% | 99.86% |
08.12.2020 | 3.22% | 0.61 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 183'401 | 189'401 | 99.41% | 99.41% |