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 | 7.55% | 0.51 | 0.55 | 30'000 | 30'000 | 30'000 | 30'000 | 15'295 | 16'495 | 93.74% | 93.74% |
17.12.2020 | 5.28% | 0.54 | 0.56 | 50'000 | 50'000 | 34'288 | 34'288 | 19'133 | 20'138 | 98.12% | 98.12% |
16.12.2020 | 5.12% | 0.56 | 0.58 | 50'000 | 50'000 | 34'333 | 34'333 | 19'870 | 20'875 | 98.31% | 98.31% |
15.12.2020 | 5.22% | 0.54 | 0.56 | 50'000 | 50'000 | 34'326 | 34'326 | 19'331 | 20'337 | 98.62% | 98.62% |
14.12.2020 | 5.14% | 0.59 | 0.61 | 50'000 | 50'000 | 34'336 | 34'336 | 19'958 | 20'963 | 98.21% | 98.21% |
11.12.2020 | 4.94% | 0.55 | 0.57 | 50'000 | 50'000 | 34'385 | 34'385 | 20'453 | 21'455 | 95.96% | 95.96% |
10.12.2020 | 4.68% | 0.61 | 0.63 | 50'000 | 50'000 | 34'213 | 34'213 | 21'696 | 22'696 | 94.03% | 94.03% |
09.12.2020 | 4.30% | 0.68 | 0.70 | 50'000 | 50'000 | 34'432 | 34'432 | 23'801 | 24'804 | 94.95% | 94.95% |
08.12.2020 | 5.75% | 0.58 | 0.60 | 50'000 | 50'000 | 34'310 | 34'310 | 17'934 | 18'939 | 98.11% | 98.11% |