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 | 0.58% | 1.71 | 1.72 | 100'000 | 100'000 | 100'000 | 100'000 | 172'533 | 173'533 | 100.00% | 100.00% |
17.12.2020 | 0.59% | 1.71 | 1.72 | 100'000 | 100'000 | 100'000 | 100'000 | 167'948 | 168'948 | 100.00% | 100.00% |
16.12.2020 | 0.64% | 1.56 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 155'357 | 156'357 | 99.96% | 99.96% |
15.12.2020 | 0.62% | 1.60 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 161'176 | 162'176 | 100.00% | 100.00% |
14.12.2020 | 0.63% | 1.60 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 159'272 | 160'272 | 100.00% | 100.00% |
11.12.2020 | 0.63% | 1.60 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 159'498 | 160'498 | 99.98% | 99.98% |
10.12.2020 | 0.61% | 1.59 | 1.60 | 100'000 | 100'000 | 100'000 | 100'000 | 162'346 | 163'346 | 100.00% | 100.00% |
09.12.2020 | 0.62% | 1.60 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 161'590 | 162'590 | 100.00% | 100.00% |
08.12.2020 | 0.64% | 1.59 | 1.60 | 100'000 | 100'000 | 100'000 | 100'000 | 156'416 | 157'416 | 100.00% | 100.00% |