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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2020 | 0.93% | 1.11 | 1.12 | 260'000 | 260'000 | 260'000 | 260'000 | 280'092 | 282'692 | 90.35% | 90.35% |
16.12.2020 | 1.22% | 0.88 | 0.89 | 270'000 | 270'000 | 270'000 | 270'000 | 221'243 | 223'943 | 87.41% | 87.41% |
15.12.2020 | 1.38% | 0.68 | 0.69 | 270'000 | 270'000 | 270'000 | 270'000 | 195'007 | 197'707 | 89.14% | 89.14% |
14.12.2020 | 1.24% | 0.80 | 0.81 | 280'000 | 280'000 | 280'000 | 280'000 | 224'988 | 227'788 | 99.56% | 99.56% |
11.12.2020 | 1.28% | 0.85 | 0.86 | 280'000 | 280'000 | 280'000 | 280'000 | 218'074 | 220'874 | 99.15% | 99.15% |
10.12.2020 | 1.07% | 0.88 | 0.89 | 280'000 | 280'000 | 280'000 | 280'000 | 261'622 | 264'422 | 99.32% | 99.32% |
09.12.2020 | 1.09% | 0.89 | 0.90 | 290'000 | 290'000 | 290'000 | 290'000 | 264'840 | 267'740 | 98.93% | 98.93% |
08.12.2020 | 1.38% | 0.82 | 0.83 | 300'000 | 300'000 | 300'000 | 300'000 | 217'307 | 220'307 | 99.69% | 99.69% |