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 | 0.30% | 13.42 | 13.46 | 40'000 | 40'000 | 40'000 | 40'000 | 533'156 | 534'756 | 99.86% | 99.86% |
17.12.2020 | 0.24% | 13.06 | 13.08 | 170'000 | 170'000 | 78'936 | 78'936 | 1'009'710 | 1'011'720 | 97.66% | 97.66% |
16.12.2020 | 0.24% | 12.61 | 12.63 | 170'000 | 170'000 | 77'958 | 77'958 | 994'760 | 996'760 | 96.40% | 96.40% |
15.12.2020 | 0.24% | 12.96 | 12.98 | 170'000 | 170'000 | 78'536 | 78'536 | 1'032'500 | 1'034'510 | 97.22% | 97.22% |
14.12.2020 | 0.24% | 13.00 | 13.02 | 170'000 | 170'000 | 79'134 | 79'134 | 1'004'250 | 1'006'260 | 97.37% | 97.37% |
11.12.2020 | 0.24% | 12.62 | 12.64 | 170'000 | 170'000 | 80'231 | 80'231 | 1'009'100 | 1'011'130 | 98.51% | 98.51% |
10.12.2020 | 0.25% | 12.72 | 12.74 | 170'000 | 170'000 | 80'792 | 80'792 | 977'736 | 979'778 | 98.15% | 98.15% |
09.12.2020 | 0.23% | 13.10 | 13.12 | 170'000 | 170'000 | 80'273 | 80'273 | 1'066'060 | 1'068'090 | 98.14% | 98.14% |
08.12.2020 | 0.23% | 12.84 | 12.86 | 170'000 | 170'000 | 80'822 | 80'822 | 1'055'740 | 1'057'780 | 69.18% | 69.18% |