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 | 4.96% | 0.60 | 0.63 | 150'000 | 150'000 | 150'000 | 150'000 | 88'408 | 92'908 | 47.59% | 59.49% |
17.12.2020 | 5.40% | 0.59 | 0.62 | 150'000 | 150'000 | 150'000 | 150'000 | 84'773 | 89'472 | 56.40% | 56.40% |
16.12.2020 | 6.02% | 0.53 | 0.56 | 150'000 | 150'000 | 150'000 | 150'000 | 74'728 | 79'349 | 75.74% | 75.74% |
15.12.2020 | 6.33% | 0.46 | 0.50 | 150'000 | 150'000 | 150'000 | 150'000 | 70'859 | 75'486 | 37.56% | 37.56% |
14.12.2020 | 6.40% | 0.49 | 0.52 | 150'000 | 150'000 | 150'000 | 150'000 | 71'037 | 75'729 | 69.65% | 69.65% |
11.12.2020 | 6.19% | 0.51 | 0.54 | 150'000 | 150'000 | 150'000 | 150'000 | 72'800 | 77'442 | 69.27% | 69.27% |
10.12.2020 | 5.49% | 0.53 | 0.56 | 150'000 | 150'000 | 150'000 | 150'000 | 82'838 | 87'512 | 86.26% | 86.26% |
09.12.2020 | 5.71% | 0.52 | 0.55 | 150'000 | 150'000 | 150'000 | 150'000 | 78'870 | 83'504 | 93.16% | 93.16% |
08.12.2020 | 7.39% | 0.47 | 0.50 | 150'000 | 150'000 | 150'000 | 150'000 | 61'107 | 65'772 | 80.98% | 80.98% |