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 | 1.16% | 0.87 | 0.88 | 300'000 | 100'000 | 300'000 | 100'000 | 257'647 | 86'882 | 99.99% | 99.99% |
17.12.2020 | 1.10% | 0.87 | 0.88 | 300'000 | 100'000 | 300'000 | 100'000 | 272'036 | 91'679 | 99.42% | 99.42% |
16.12.2020 | 1.07% | 0.90 | 0.91 | 300'000 | 100'000 | 300'000 | 100'000 | 278'482 | 93'827 | 99.40% | 99.40% |
15.12.2020 | 1.02% | 0.95 | 0.96 | 300'000 | 100'000 | 300'000 | 100'000 | 292'584 | 98'528 | 99.57% | 99.57% |
14.12.2020 | 1.12% | 0.95 | 0.96 | 300'000 | 100'000 | 300'000 | 100'000 | 267'315 | 90'105 | 99.58% | 99.58% |
11.12.2020 | 1.24% | 0.84 | 0.85 | 300'000 | 100'000 | 300'000 | 100'000 | 241'490 | 81'497 | 99.59% | 99.59% |
10.12.2020 | 1.22% | 0.84 | 0.85 | 300'000 | 100'000 | 300'000 | 100'000 | 243'921 | 82'307 | 99.57% | 99.57% |
09.12.2020 | 1.29% | 0.79 | 0.80 | 300'000 | 100'000 | 300'000 | 100'000 | 230'425 | 77'808 | 98.38% | 98.38% |
08.12.2020 | 1.36% | 0.76 | 0.77 | 300'000 | 100'000 | 300'000 | 100'000 | 219'230 | 74'077 | 99.56% | 99.56% |