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 | - | - |
16.12.2020 | 5.51% | 0.18 | 0.20 | 150'000 | 150'000 | 150'000 | 149'996 | 26'937 | 28'436 | 96.87% | 99.99% |
15.12.2020 | 2.32% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 64'105 | 65'605 | 99.99% | 99.99% |
14.12.2020 | 1.99% | 0.51 | 0.52 | 150'000 | 150'000 | 150'000 | 150'000 | 74'733 | 76'233 | 100.00% | 100.00% |
11.12.2020 | 1.54% | 0.63 | 0.64 | 150'000 | 150'000 | 150'000 | 150'000 | 97'112 | 98'612 | 100.00% | 100.00% |
10.12.2020 | 2.29% | 0.44 | 0.45 | 150'000 | 150'000 | 150'000 | 150'000 | 65'272 | 66'772 | 99.99% | 99.99% |
09.12.2020 | 2.76% | 0.40 | 0.41 | 150'000 | 150'000 | 150'000 | 150'000 | 53'650 | 55'150 | 100.00% | 100.00% |
08.12.2020 | 1.93% | 0.47 | 0.48 | 150'000 | 150'000 | 150'000 | 150'000 | 77'203 | 78'703 | 100.00% | 100.00% |
07.12.2020 | 1.89% | 0.50 | 0.51 | 150'000 | 150'000 | 150'000 | 150'000 | 78'765 | 80'265 | 100.00% | 100.00% |
04.12.2020 | 1.91% | 0.50 | 0.51 | 150'000 | 150'000 | 150'000 | 150'000 | 77'738 | 79'238 | 100.00% | 100.00% |