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 | 3.54% | 0.29 | 0.30 | 120'000 | 120'000 | 120'000 | 120'000 | 33'425 | 34'625 | 100.00% | 100.00% |
17.12.2020 | 3.14% | 0.30 | 0.31 | 290'000 | 290'000 | 179'088 | 179'088 | 56'362 | 58'153 | 98.07% | 98.07% |
16.12.2020 | 3.14% | 0.26 | 0.27 | 290'000 | 290'000 | 179'623 | 179'623 | 55'487 | 57'283 | 98.72% | 98.72% |
15.12.2020 | 4.27% | 0.20 | 0.21 | 400'000 | 400'000 | 242'372 | 242'372 | 54'798 | 57'222 | 98.87% | 98.87% |
14.12.2020 | 2.47% | 0.34 | 0.35 | 350'000 | 350'000 | 215'897 | 215'897 | 86'230 | 88'389 | 98.78% | 98.78% |
11.12.2020 | 3.85% | 0.29 | 0.30 | 360'000 | 360'000 | 218'355 | 218'355 | 56'676 | 58'859 | 99.02% | 99.02% |
10.12.2020 | 2.93% | 0.34 | 0.35 | 340'000 | 340'000 | 200'920 | 200'920 | 67'477 | 69'486 | 95.18% | 95.18% |
09.12.2020 | 2.25% | 0.37 | 0.38 | 320'000 | 320'000 | 193'364 | 193'364 | 83'651 | 85'585 | 94.47% | 94.47% |
08.12.2020 | 3.04% | 0.38 | 0.39 | 350'000 | 350'000 | 211'700 | 211'700 | 70'022 | 72'139 | 95.76% | 95.76% |