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 | 17.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 962'730 | 292'571 | 30'589 | 12'167 | 99.64% | 99.64% |
16.12.2020 | 4.63% | 0.16 | 0.17 | 325'000 | 325'000 | 249'228 | 249'238 | 52'570 | 55'065 | 99.83% | 99.83% |
15.12.2020 | 2.99% | 0.36 | 0.37 | 150'000 | 150'000 | 164'843 | 164'856 | 54'378 | 56'030 | 96.96% | 96.96% |
14.12.2020 | 3.51% | 0.28 | 0.29 | 200'000 | 200'000 | 192'079 | 192'068 | 53'800 | 55'718 | 100.00% | 100.00% |
11.12.2020 | 2.84% | 0.29 | 0.30 | 200'000 | 200'000 | 157'623 | 157'924 | 54'615 | 56'310 | 99.02% | 99.02% |
10.12.2020 | 4.20% | 0.27 | 0.28 | 200'000 | 200'000 | 226'699 | 226'693 | 52'932 | 55'199 | 100.00% | 100.00% |
09.12.2020 | 3.96% | 0.26 | 0.27 | 200'000 | 200'000 | 209'387 | 209'504 | 51'800 | 53'923 | 100.00% | 100.00% |
08.12.2020 | 2.37% | 0.33 | 0.34 | 150'000 | 150'000 | 130'920 | 130'764 | 54'513 | 55'748 | 100.00% | 100.00% |
07.12.2020 | 2.73% | 0.38 | 0.39 | 150'000 | 150'000 | 149'442 | 149'429 | 54'080 | 55'569 | 100.00% | 100.00% |