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 | 0.61% | 1.61 | 1.62 | 450'000 | 100'000 | 450'000 | 100'000 | 733'396 | 163'977 | 100.00% | 100.00% |
17.12.2020 | 0.62% | 1.58 | 1.59 | 450'000 | 100'000 | 450'000 | 100'000 | 719'737 | 160'942 | 99.98% | 99.98% |
16.12.2020 | 0.65% | 1.54 | 1.55 | 450'000 | 100'000 | 450'000 | 100'000 | 685'493 | 153'332 | 100.00% | 100.00% |
15.12.2020 | 0.67% | 1.46 | 1.47 | 450'000 | 100'000 | 450'000 | 100'000 | 667'463 | 149'325 | 100.00% | 100.00% |
14.12.2020 | 0.69% | 1.50 | 1.51 | 450'000 | 100'000 | 450'000 | 100'000 | 653'554 | 146'234 | 100.00% | 100.00% |
11.12.2020 | 0.69% | 1.47 | 1.48 | 450'000 | 100'000 | 450'000 | 100'000 | 647'766 | 144'948 | 100.00% | 100.00% |
10.12.2020 | 0.71% | 1.38 | 1.39 | 450'000 | 100'000 | 450'000 | 100'000 | 633'382 | 141'752 | 100.00% | 100.00% |
09.12.2020 | 0.72% | 1.40 | 1.41 | 450'000 | 100'000 | 450'000 | 100'000 | 625'513 | 140'003 | 100.00% | 100.00% |
08.12.2020 | 0.74% | 1.39 | 1.40 | 450'000 | 100'000 | 450'000 | 100'000 | 609'600 | 136'467 | 100.00% | 100.00% |