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 | - | 0.30 | - | 150'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23.12.2020 | 1.64% | 0.53 | 0.58 | 150'000 | 150'000 | 149'980 | 149'933 | 91'075 | 92'545 | 94.57% | 100.00% |
22.12.2020 | 1.33% | 0.72 | 0.73 | 150'000 | 150'000 | 149'882 | 149'996 | 112'264 | 113'853 | 100.00% | 100.00% |
21.12.2020 | 1.09% | 0.89 | 0.90 | 150'000 | 150'000 | 150'000 | 150'000 | 138'110 | 139'610 | 99.99% | 99.99% |
18.12.2020 | 2.28% | 0.48 | 0.49 | 150'000 | 150'000 | 149'922 | 150'000 | 65'290 | 66'825 | 84.56% | 99.74% |
17.12.2020 | 2.23% | 0.44 | 0.45 | 150'000 | 150'000 | 149'976 | 149'988 | 66'550 | 68'056 | 100.00% | 100.00% |
16.12.2020 | 1.71% | 0.58 | 0.59 | 150'000 | 150'000 | 150'000 | 149'984 | 86'877 | 88'368 | 100.00% | 100.00% |
15.12.2020 | 1.19% | 0.79 | 0.80 | 150'000 | 150'000 | 150'000 | 150'000 | 125'021 | 126'521 | 99.99% | 99.99% |
14.12.2020 | 1.10% | 0.91 | 0.92 | 150'000 | 150'000 | 150'000 | 150'000 | 136'171 | 137'671 | 100.00% | 100.00% |