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 | 2.21% | 0.44 | 0.45 | 450'000 | 100'000 | 449'885 | 100'000 | 201'305 | 45'746 | 99.75% | 99.75% |
17.12.2020 | 2.32% | 0.42 | 0.43 | 450'000 | 100'000 | 449'990 | 99'995 | 191'818 | 43'625 | 99.98% | 99.98% |
16.12.2020 | 2.35% | 0.43 | 0.44 | 450'000 | 100'000 | 450'000 | 99'995 | 188'912 | 42'978 | 99.98% | 99.98% |
15.12.2020 | 2.29% | 0.43 | 0.44 | 450'000 | 100'000 | 449'995 | 99'986 | 194'496 | 44'216 | 99.96% | 99.96% |
14.12.2020 | 2.17% | 0.49 | 0.50 | 450'000 | 100'000 | 450'000 | 100'000 | 205'292 | 46'620 | 99.78% | 99.78% |
11.12.2020 | 2.33% | 0.42 | 0.43 | 450'000 | 100'000 | 450'000 | 100'000 | 191'329 | 43'518 | 100.00% | 100.00% |
10.12.2020 | 2.02% | 0.48 | 0.49 | 450'000 | 100'000 | 450'000 | 100'000 | 221'076 | 50'128 | 99.74% | 99.74% |
09.12.2020 | 1.57% | 0.61 | 0.62 | 450'000 | 100'000 | 450'000 | 100'000 | 283'877 | 64'084 | 100.00% | 100.00% |
08.12.2020 | 1.65% | 0.63 | 0.64 | 450'000 | 100'000 | 450'000 | 100'000 | 270'947 | 61'211 | 100.00% | 100.00% |