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 | - | - |
17.12.2020 | 0.92% | 1.13 | 1.14 | 75'000 | 75'000 | 75'000 | 75'000 | 81'511 | 82'261 | 99.64% | 99.64% |
16.12.2020 | 1.20% | 0.90 | 0.91 | 75'000 | 75'000 | 75'000 | 75'000 | 62'302 | 63'052 | 99.83% | 99.83% |
15.12.2020 | 1.37% | 0.70 | 0.71 | 75'000 | 75'000 | 75'000 | 75'000 | 54'534 | 55'284 | 100.00% | 100.00% |
14.12.2020 | 1.23% | 0.81 | 0.82 | 75'000 | 75'000 | 75'000 | 75'000 | 60'828 | 61'578 | 100.00% | 100.00% |
11.12.2020 | 1.27% | 0.86 | 0.87 | 75'000 | 75'000 | 75'000 | 75'000 | 58'930 | 59'680 | 99.02% | 99.02% |
10.12.2020 | 1.06% | 0.89 | 0.90 | 75'000 | 75'000 | 75'000 | 75'000 | 70'549 | 71'299 | 100.00% | 100.00% |
09.12.2020 | 1.08% | 0.90 | 0.91 | 75'000 | 75'000 | 75'000 | 75'000 | 69'259 | 70'009 | 100.00% | 100.00% |
08.12.2020 | 1.36% | 0.83 | 0.84 | 75'000 | 75'000 | 79'421 | 79'421 | 57'890 | 58'684 | 100.00% | 100.00% |
07.12.2020 | 1.18% | 0.81 | 0.82 | 75'000 | 75'000 | 75'000 | 75'000 | 63'305 | 64'055 | 100.00% | 100.00% |