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 | 2.34% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 52'733 | 53'983 | 100.00% | 100.00% |
17.12.2020 | 2.31% | 0.41 | 0.42 | 125'000 | 125'000 | 125'000 | 125'000 | 53'480 | 54'730 | 100.00% | 100.00% |
16.12.2020 | 2.17% | 0.45 | 0.46 | 125'000 | 125'000 | 125'000 | 125'000 | 56'988 | 58'238 | 100.00% | 100.00% |
15.12.2020 | 2.04% | 0.47 | 0.48 | 125'000 | 125'000 | 123'929 | 123'929 | 60'088 | 61'327 | 100.00% | 100.00% |
14.12.2020 | 1.96% | 0.51 | 0.52 | 100'000 | 100'000 | 103'917 | 103'917 | 52'430 | 53'470 | 100.00% | 100.00% |
11.12.2020 | 2.04% | 0.49 | 0.50 | 125'000 | 125'000 | 120'053 | 120'053 | 58'078 | 59'279 | 100.00% | 100.00% |
10.12.2020 | 2.21% | 0.45 | 0.46 | 125'000 | 125'000 | 125'023 | 125'023 | 56'100 | 57'351 | 100.00% | 100.00% |
09.12.2020 | 2.54% | 0.40 | 0.41 | 150'000 | 150'000 | 144'520 | 144'520 | 56'071 | 57'516 | 100.00% | 100.00% |
08.12.2020 | 2.38% | 0.43 | 0.44 | 125'000 | 125'000 | 125'781 | 125'781 | 52'256 | 53'514 | 100.00% | 100.00% |