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 | 0.45% | 2.23 | 2.24 | 150'000 | 150'000 | 150'000 | 150'000 | 334'532 | 336'032 | 100.00% | 100.00% |
17.12.2020 | 0.45% | 2.23 | 2.24 | 150'000 | 150'000 | 150'000 | 150'000 | 330'896 | 332'396 | 100.00% | 100.00% |
16.12.2020 | 0.47% | 2.17 | 2.18 | 150'000 | 150'000 | 150'000 | 150'000 | 320'572 | 322'072 | 98.86% | 98.86% |
15.12.2020 | 0.47% | 2.08 | 2.09 | 150'000 | 150'000 | 150'000 | 150'000 | 316'489 | 317'989 | 100.00% | 100.00% |
14.12.2020 | 0.47% | 2.13 | 2.14 | 160'000 | 160'000 | 160'000 | 160'000 | 338'112 | 339'712 | 100.00% | 100.00% |
11.12.2020 | 0.47% | 2.15 | 2.16 | 160'000 | 160'000 | 160'000 | 160'000 | 340'130 | 341'730 | 99.99% | 99.99% |
10.12.2020 | 0.46% | 2.17 | 2.18 | 160'000 | 160'000 | 160'000 | 160'000 | 350'395 | 351'995 | 100.00% | 100.00% |
09.12.2020 | 0.46% | 2.16 | 2.17 | 160'000 | 160'000 | 160'000 | 160'000 | 346'073 | 347'673 | 99.39% | 99.39% |
08.12.2020 | 0.49% | 2.10 | 2.11 | 160'000 | 160'000 | 160'000 | 160'000 | 326'307 | 327'907 | 99.66% | 99.66% |