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 | 1.03% | 1.95 | 1.97 | 300'000 | 100'000 | 300'000 | 100'000 | 581'480 | 195'826 | 100.00% | 100.00% |
17.12.2020 | 1.00% | 1.95 | 1.97 | 300'000 | 100'000 | 300'000 | 100'000 | 594'997 | 200'332 | 99.42% | 99.42% |
16.12.2020 | 0.99% | 1.97 | 1.99 | 300'000 | 100'000 | 300'000 | 100'000 | 600'511 | 202'170 | 99.41% | 99.41% |
15.12.2020 | 0.97% | 2.02 | 2.04 | 300'000 | 100'000 | 300'000 | 100'000 | 614'308 | 206'769 | 99.57% | 99.57% |
14.12.2020 | 1.01% | 2.03 | 2.05 | 300'000 | 100'000 | 300'000 | 100'000 | 588'905 | 198'302 | 99.58% | 99.58% |
11.12.2020 | 0.53% | 1.91 | 1.92 | 300'000 | 100'000 | 300'000 | 100'000 | 563'726 | 188'909 | 99.59% | 99.59% |
10.12.2020 | 0.53% | 1.91 | 1.92 | 300'000 | 100'000 | 300'000 | 100'000 | 565'912 | 189'637 | 99.58% | 99.58% |
09.12.2020 | 0.54% | 1.86 | 1.87 | 300'000 | 100'000 | 300'000 | 100'000 | 551'956 | 184'985 | 98.38% | 98.38% |
08.12.2020 | 0.55% | 1.83 | 1.84 | 300'000 | 100'000 | 300'000 | 100'000 | 540'376 | 181'125 | 99.57% | 99.57% |