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 | 0.49% | 2.06 | 2.07 | 110'000 | 110'000 | 110'000 | 110'000 | 225'209 | 226'309 | 100.00% | 100.00% |
17.12.2020 | 0.49% | 2.03 | 2.04 | 200'000 | 200'000 | 120'822 | 120'822 | 246'528 | 247'736 | 98.12% | 98.12% |
16.12.2020 | 0.50% | 1.93 | 1.94 | 210'000 | 210'000 | 131'217 | 131'217 | 262'593 | 263'905 | 98.77% | 98.77% |
15.12.2020 | 0.55% | 1.81 | 1.82 | 210'000 | 210'000 | 131'208 | 131'208 | 236'222 | 237'534 | 98.90% | 98.90% |
14.12.2020 | 0.49% | 1.96 | 1.97 | 210'000 | 210'000 | 130'862 | 130'862 | 265'991 | 267'299 | 98.48% | 98.48% |
11.12.2020 | 0.59% | 1.79 | 1.80 | 210'000 | 210'000 | 131'148 | 131'148 | 224'237 | 225'549 | 98.55% | 98.55% |
10.12.2020 | 0.54% | 1.84 | 1.85 | 210'000 | 210'000 | 129'350 | 129'350 | 240'116 | 241'410 | 96.01% | 96.01% |
09.12.2020 | 0.49% | 1.91 | 1.92 | 210'000 | 210'000 | 131'462 | 131'462 | 264'014 | 265'329 | 95.18% | 95.18% |
08.12.2020 | 0.55% | 1.90 | 1.91 | 210'000 | 210'000 | 130'763 | 130'763 | 236'460 | 237'768 | 97.73% | 97.73% |