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 | 0.50% | 2.03 | 2.04 | 210'000 | 210'000 | 210'000 | 210'000 | 423'100 | 425'200 | 99.32% | 99.32% |
17.12.2020 | 0.50% | 1.99 | 2.00 | 210'000 | 210'000 | 210'000 | 210'000 | 417'924 | 420'024 | 99.69% | 99.69% |
16.12.2020 | 0.53% | 1.86 | 1.87 | 210'000 | 210'000 | 210'000 | 210'000 | 395'346 | 397'446 | 99.98% | 99.98% |
15.12.2020 | 0.57% | 1.77 | 1.78 | 210'000 | 210'000 | 210'000 | 210'000 | 367'717 | 369'817 | 99.71% | 99.71% |
14.12.2020 | 0.57% | 1.71 | 1.72 | 220'000 | 220'000 | 220'000 | 220'000 | 384'434 | 386'634 | 99.86% | 99.86% |
11.12.2020 | 0.63% | 1.62 | 1.63 | 210'000 | 210'000 | 210'000 | 210'000 | 332'242 | 334'342 | 98.92% | 98.92% |
10.12.2020 | 0.56% | 1.79 | 1.80 | 210'000 | 210'000 | 210'000 | 210'000 | 376'570 | 378'670 | 99.33% | 99.33% |
09.12.2020 | 0.54% | 1.80 | 1.81 | 210'000 | 210'000 | 210'000 | 210'000 | 390'625 | 392'725 | 95.99% | 95.99% |
08.12.2020 | 0.58% | 1.79 | 1.80 | 210'000 | 210'000 | 210'000 | 210'000 | 363'773 | 365'873 | 99.59% | 99.59% |