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 | 1.36% | 0.75 | 0.76 | 600'000 | 150'000 | 600'000 | 150'000 | 437'797 | 110'949 | 99.88% | 99.88% |
17.12.2020 | 1.33% | 0.73 | 0.74 | 600'000 | 150'000 | 600'000 | 150'000 | 446'655 | 113'164 | 100.00% | 100.00% |
16.12.2020 | 1.50% | 0.70 | 0.71 | 600'000 | 150'000 | 600'000 | 150'000 | 397'394 | 100'849 | 99.93% | 99.93% |
15.12.2020 | 1.85% | 0.52 | 0.53 | 600'000 | 150'000 | 600'000 | 150'000 | 320'998 | 81'749 | 99.96% | 99.96% |
14.12.2020 | 1.74% | 0.53 | 0.54 | 600'000 | 150'000 | 599'988 | 150'000 | 343'022 | 87'257 | 99.59% | 99.59% |
11.12.2020 | 1.77% | 0.57 | 0.58 | 600'000 | 150'000 | 600'000 | 150'000 | 335'555 | 85'389 | 100.00% | 100.00% |
10.12.2020 | 1.54% | 0.68 | 0.69 | 600'000 | 150'000 | 600'000 | 150'000 | 386'592 | 98'148 | 99.97% | 99.97% |
09.12.2020 | 1.53% | 0.62 | 0.63 | 600'000 | 150'000 | 600'000 | 150'000 | 389'816 | 98'954 | 100.00% | 100.00% |
08.12.2020 | 1.68% | 0.59 | 0.60 | 600'000 | 150'000 | 600'000 | 150'000 | 353'630 | 89'908 | 99.86% | 99.86% |