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 | 10.03% | 0.11 | 0.12 | 220'000 | 220'000 | 220'000 | 220'000 | 20'901 | 23'101 | 100.00% | 100.00% |
17.12.2020 | 12.52% | 0.08 | 0.09 | 280'000 | 280'000 | 280'000 | 280'000 | 21'187 | 23'987 | 99.17% | 99.17% |
16.12.2020 | 13.89% | 0.08 | 0.09 | 240'000 | 240'000 | 240'000 | 240'000 | 16'331 | 18'731 | 98.91% | 98.91% |
15.12.2020 | 6.08% | 0.13 | 0.14 | 210'000 | 210'000 | 210'000 | 210'000 | 33'912 | 36'012 | 98.86% | 98.86% |
14.12.2020 | 4.25% | 0.24 | 0.25 | 210'000 | 210'000 | 210'000 | 210'000 | 48'358 | 50'458 | 99.00% | 99.00% |
11.12.2020 | 4.20% | 0.24 | 0.25 | 210'000 | 210'000 | 210'000 | 210'000 | 49'045 | 51'145 | 99.31% | 99.31% |
10.12.2020 | 5.08% | 0.20 | 0.21 | 230'000 | 230'000 | 230'000 | 230'000 | 44'192 | 46'492 | 99.41% | 99.41% |
09.12.2020 | 5.78% | 0.17 | 0.18 | 220'000 | 220'000 | 220'000 | 220'000 | 36'983 | 39'183 | 99.02% | 99.02% |
08.12.2020 | 4.60% | 0.21 | 0.22 | 220'000 | 220'000 | 220'000 | 220'000 | 46'731 | 48'931 | 99.46% | 99.46% |