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 | - | - |
14.01.2021 | 13.28% | 0.05 | 0.06 | 80'000 | 80'000 | 80'000 | 80'000 | 5'738 | 6'538 | 100.00% | 100.00% |
13.01.2021 | 11.99% | 0.10 | 0.11 | 80'000 | 80'000 | 80'000 | 80'000 | 6'466 | 7'266 | 100.00% | 100.00% |
12.01.2021 | 9.01% | 0.09 | 0.10 | 80'000 | 80'000 | 80'000 | 80'000 | 8'590 | 9'390 | 100.00% | 100.00% |
11.01.2021 | 9.74% | 0.11 | 0.12 | 80'000 | 80'000 | 80'000 | 80'000 | 7'863 | 8'663 | 99.93% | 99.93% |
08.01.2021 | 9.83% | 0.10 | 0.11 | 80'000 | 80'000 | 80'000 | 80'000 | 7'750 | 8'550 | 99.58% | 99.58% |
07.01.2021 | 8.83% | 0.12 | 0.13 | 80'000 | 80'000 | 80'000 | 80'000 | 8'710 | 9'510 | 100.00% | 100.00% |
05.01.2021 | 4.52% | 0.23 | 0.24 | 80'000 | 80'000 | 80'000 | 80'000 | 17'361 | 18'161 | 100.00% | 100.00% |
04.01.2021 | 4.71% | 0.23 | 0.24 | 80'000 | 80'000 | 80'000 | 80'000 | 16'648 | 17'448 | 99.59% | 99.59% |
30.12.2020 | 4.13% | 0.24 | 0.25 | 80'000 | 80'000 | 80'000 | 80'000 | 19'000 | 19'800 | 100.00% | 100.00% |