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 | 2.69% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 73'328 | 75'328 | 100.00% | 100.00% |
17.12.2020 | 2.60% | 0.38 | 0.39 | 210'000 | 210'000 | 210'000 | 210'000 | 79'804 | 81'904 | 99.17% | 99.17% |
16.12.2020 | 2.54% | 0.38 | 0.39 | 210'000 | 210'000 | 210'000 | 210'000 | 81'694 | 83'794 | 98.91% | 98.91% |
15.12.2020 | 3.21% | 0.33 | 0.34 | 210'000 | 210'000 | 210'000 | 210'000 | 64'531 | 66'631 | 98.86% | 98.86% |
14.12.2020 | 3.73% | 0.25 | 0.26 | 210'000 | 210'000 | 210'000 | 210'000 | 55'284 | 57'384 | 99.00% | 99.00% |
11.12.2020 | 3.79% | 0.25 | 0.26 | 210'000 | 210'000 | 210'000 | 210'000 | 54'418 | 56'518 | 99.30% | 99.30% |
10.12.2020 | 3.27% | 0.30 | 0.31 | 210'000 | 210'000 | 210'000 | 210'000 | 63'184 | 65'284 | 99.41% | 99.41% |
09.12.2020 | 3.04% | 0.33 | 0.34 | 210'000 | 210'000 | 210'000 | 210'000 | 68'068 | 70'168 | 99.02% | 99.02% |
08.12.2020 | 3.50% | 0.29 | 0.30 | 210'000 | 210'000 | 210'000 | 210'000 | 58'987 | 61'087 | 99.46% | 99.46% |