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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2020 | 0.67% | 1.52 | 1.53 | 260'000 | 260'000 | 260'000 | 260'000 | 386'569 | 389'169 | 98.77% | 98.77% |
16.12.2020 | 0.81% | 1.29 | 1.30 | 260'000 | 260'000 | 260'000 | 260'000 | 319'016 | 321'616 | 100.00% | 100.00% |
15.12.2020 | 0.89% | 1.09 | 1.10 | 260'000 | 260'000 | 260'000 | 260'000 | 291'239 | 293'839 | 100.00% | 100.00% |
14.12.2020 | 0.83% | 1.20 | 1.21 | 270'000 | 270'000 | 270'000 | 270'000 | 324'046 | 326'746 | 100.00% | 100.00% |
11.12.2020 | 0.86% | 1.24 | 1.25 | 270'000 | 270'000 | 270'000 | 270'000 | 314'524 | 317'224 | 99.97% | 99.97% |
10.12.2020 | 0.75% | 1.27 | 1.28 | 270'000 | 270'000 | 270'000 | 270'000 | 358'509 | 361'209 | 99.92% | 99.92% |
09.12.2020 | 0.76% | 1.29 | 1.30 | 270'000 | 270'000 | 270'000 | 270'000 | 352'628 | 355'328 | 99.26% | 99.26% |
08.12.2020 | 0.91% | 1.20 | 1.21 | 280'000 | 280'000 | 280'000 | 280'000 | 308'458 | 311'258 | 100.00% | 100.00% |