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 | 1.19% | 1.22 | 1.24 | 200'000 | 100'000 | 200'000 | 100'000 | 250'031 | 126'515 | 99.75% | 99.75% |
17.12.2020 | 1.19% | 1.25 | 1.27 | 200'000 | 100'000 | 200'000 | 100'000 | 251'378 | 127'189 | 99.98% | 99.98% |
16.12.2020 | 1.20% | 1.20 | 1.22 | 200'000 | 100'000 | 200'000 | 100'000 | 249'130 | 126'065 | 99.98% | 99.98% |
15.12.2020 | 1.26% | 1.19 | 1.20 | 200'000 | 100'000 | 200'000 | 100'000 | 236'502 | 119'751 | 99.94% | 99.94% |
14.12.2020 | 1.22% | 1.23 | 1.24 | 200'000 | 100'000 | 200'000 | 100'000 | 244'795 | 123'898 | 99.77% | 99.77% |
11.12.2020 | 1.29% | 1.17 | 1.19 | 200'000 | 100'000 | 200'000 | 100'000 | 230'650 | 116'825 | 100.00% | 100.00% |
10.12.2020 | 1.19% | 1.25 | 1.27 | 200'000 | 100'000 | 200'000 | 100'000 | 249'756 | 126'378 | 100.00% | 100.00% |
09.12.2020 | 1.09% | 1.35 | 1.37 | 200'000 | 100'000 | 200'000 | 100'000 | 273'976 | 138'488 | 100.00% | 100.00% |
08.12.2020 | 1.10% | 1.37 | 1.39 | 200'000 | 100'000 | 200'000 | 100'000 | 272'155 | 137'578 | 100.00% | 100.00% |