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 | 2.57% | 0.38 | 0.39 | 150'000 | 150'000 | 149'805 | 149'962 | 57'507 | 59'067 | 100.00% | 100.00% |
17.12.2020 | 2.38% | 0.41 | 0.42 | 125'000 | 125'000 | 124'932 | 125'000 | 51'868 | 53'146 | 100.00% | 100.00% |
16.12.2020 | 2.05% | 0.48 | 0.49 | 125'000 | 125'000 | 124'219 | 124'219 | 59'880 | 61'122 | 100.00% | 100.00% |
15.12.2020 | 2.32% | 0.43 | 0.44 | 125'000 | 125'000 | 125'016 | 125'016 | 53'232 | 54'482 | 100.00% | 100.00% |
14.12.2020 | 2.68% | 0.38 | 0.39 | 150'000 | 150'000 | 149'890 | 150'000 | 55'122 | 56'659 | 100.00% | 100.00% |
11.12.2020 | 2.54% | 0.39 | 0.40 | 150'000 | 150'000 | 141'610 | 141'655 | 54'899 | 56'334 | 100.00% | 100.00% |
10.12.2020 | 2.16% | 0.41 | 0.42 | 125'000 | 125'000 | 122'904 | 122'904 | 56'481 | 57'710 | 100.00% | 100.00% |
09.12.2020 | 1.98% | 0.50 | 0.51 | 100'000 | 100'000 | 105'202 | 105'202 | 52'442 | 53'494 | 100.00% | 100.00% |
08.12.2020 | 1.97% | 0.47 | 0.48 | 100'000 | 100'000 | 116'059 | 108'366 | 59'013 | 55'697 | 97.81% | 97.81% |