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 | 2.67% | 0.39 | 0.40 | 150'000 | 150'000 | 150'565 | 150'617 | 55'577 | 57'103 | 100.00% | 100.00% |
17.12.2020 | 2.55% | 0.37 | 0.38 | 150'000 | 150'000 | 149'978 | 150'000 | 58'116 | 59'624 | 100.00% | 100.00% |
16.12.2020 | 3.32% | 0.35 | 0.36 | 150'000 | 150'000 | 179'880 | 179'956 | 53'296 | 55'119 | 100.00% | 100.00% |
15.12.2020 | 5.58% | 0.16 | 0.17 | 375'000 | 375'000 | 297'824 | 298'386 | 51'839 | 54'907 | 96.39% | 96.39% |
14.12.2020 | 4.49% | 0.18 | 0.19 | 250'000 | 250'000 | 237'973 | 238'432 | 51'901 | 54'369 | 99.15% | 99.15% |
11.12.2020 | 4.53% | 0.23 | 0.24 | 225'000 | 225'000 | 243'643 | 243'643 | 52'568 | 55'004 | 100.00% | 100.00% |
10.12.2020 | 3.36% | 0.33 | 0.34 | 175'000 | 175'000 | 184'380 | 184'380 | 54'173 | 56'017 | 99.92% | 99.92% |
09.12.2020 | 3.21% | 0.28 | 0.29 | 175'000 | 175'000 | 175'024 | 175'024 | 53'793 | 55'543 | 100.00% | 100.00% |
08.12.2020 | 3.92% | 0.25 | 0.26 | 200'000 | 200'000 | 209'117 | 209'117 | 52'271 | 54'363 | 100.00% | 100.00% |