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 | 3.80% | 0.26 | 0.27 | 160'000 | 160'000 | 160'000 | 160'000 | 41'337 | 42'937 | 100.00% | 100.00% |
17.12.2020 | 3.70% | 0.27 | 0.28 | 160'000 | 160'000 | 160'000 | 160'000 | 42'505 | 44'105 | 99.91% | 99.91% |
16.12.2020 | 3.55% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 44'459 | 46'059 | 99.75% | 99.75% |
15.12.2020 | 4.03% | 0.25 | 0.26 | 160'000 | 160'000 | 160'000 | 160'000 | 38'945 | 40'545 | 99.72% | 99.72% |
14.12.2020 | 3.90% | 0.23 | 0.24 | 170'000 | 170'000 | 170'000 | 170'000 | 42'859 | 44'559 | 99.90% | 99.90% |
11.12.2020 | 4.25% | 0.23 | 0.24 | 160'000 | 160'000 | 160'000 | 160'000 | 36'918 | 38'518 | 99.97% | 99.97% |
10.12.2020 | 3.29% | 0.28 | 0.29 | 160'000 | 160'000 | 160'000 | 160'000 | 48'131 | 49'731 | 99.02% | 99.02% |
09.12.2020 | 2.97% | 0.33 | 0.34 | 160'000 | 160'000 | 160'000 | 160'000 | 53'050 | 54'650 | 99.35% | 99.35% |
08.12.2020 | 3.00% | 0.32 | 0.33 | 160'000 | 160'000 | 160'000 | 160'000 | 52'706 | 54'306 | 100.00% | 100.00% |