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 | 3.10% | 0.32 | 0.33 | 175'000 | 175'000 | 174'988 | 175'000 | 55'636 | 57'390 | 99.99% | 99.99% |
17.12.2020 | 3.02% | 0.33 | 0.34 | 175'000 | 175'000 | 172'917 | 172'918 | 56'421 | 58'150 | 100.00% | 100.00% |
16.12.2020 | 2.89% | 0.31 | 0.32 | 175'000 | 175'000 | 159'634 | 159'652 | 54'382 | 55'984 | 99.98% | 99.98% |
15.12.2020 | 3.31% | 0.31 | 0.32 | 175'000 | 175'000 | 176'562 | 176'564 | 52'534 | 54'300 | 99.97% | 99.97% |
14.12.2020 | 3.20% | 0.28 | 0.29 | 175'000 | 175'000 | 176'817 | 176'824 | 54'541 | 56'311 | 99.99% | 99.99% |
11.12.2020 | 3.48% | 0.28 | 0.29 | 175'000 | 175'000 | 188'004 | 187'994 | 53'002 | 54'879 | 99.99% | 99.99% |
10.12.2020 | 2.69% | 0.35 | 0.36 | 150'000 | 150'000 | 148'421 | 148'426 | 54'399 | 55'885 | 99.98% | 99.98% |
09.12.2020 | 2.43% | 0.40 | 0.41 | 125'000 | 125'000 | 124'994 | 125'000 | 50'729 | 51'982 | 100.00% | 100.00% |
08.12.2020 | 2.45% | 0.39 | 0.40 | 125'000 | 125'000 | 133'597 | 133'597 | 53'804 | 55'140 | 99.93% | 99.93% |