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 | 2.95% | 0.32 | 0.33 | 175'000 | 175'000 | 162'120 | 162'120 | 54'091 | 55'713 | 100.00% | 100.00% |
17.12.2020 | 3.03% | 0.33 | 0.34 | 175'000 | 175'000 | 171'624 | 171'623 | 55'841 | 57'556 | 100.00% | 100.00% |
16.12.2020 | 3.19% | 0.30 | 0.31 | 175'000 | 175'000 | 175'022 | 175'022 | 54'065 | 55'815 | 100.00% | 100.00% |
15.12.2020 | 3.58% | 0.29 | 0.30 | 200'000 | 200'000 | 195'823 | 195'823 | 53'683 | 55'641 | 100.00% | 100.00% |
14.12.2020 | 3.98% | 0.25 | 0.26 | 200'000 | 200'000 | 216'161 | 216'161 | 53'173 | 55'334 | 100.00% | 100.00% |
11.12.2020 | 4.83% | 0.19 | 0.20 | 250'000 | 250'000 | 252'057 | 252'057 | 50'998 | 53'519 | 100.00% | 100.00% |
10.12.2020 | 3.35% | 0.27 | 0.28 | 200'000 | 200'000 | 185'668 | 185'668 | 54'534 | 56'390 | 100.00% | 100.00% |
09.12.2020 | 3.10% | 0.32 | 0.33 | 175'000 | 175'000 | 172'935 | 172'936 | 54'891 | 56'621 | 100.00% | 100.00% |
08.12.2020 | 3.81% | 0.27 | 0.28 | 200'000 | 200'000 | 205'728 | 205'728 | 52'983 | 55'040 | 100.00% | 100.00% |