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 | 2.25% | 0.44 | 0.45 | 225'000 | 75'000 | 225'000 | 75'000 | 98'808 | 33'686 | 99.87% | 99.87% |
17.12.2020 | 2.42% | 0.45 | 0.46 | 225'000 | 75'000 | 224'998 | 75'000 | 92'027 | 31'426 | 100.00% | 100.00% |
16.12.2020 | 2.77% | 0.37 | 0.38 | 225'000 | 75'000 | 225'000 | 75'000 | 79'998 | 27'416 | 99.94% | 99.94% |
15.12.2020 | 3.07% | 0.33 | 0.34 | 225'000 | 75'000 | 153'249 | 74'903 | 49'556 | 24'803 | 99.98% | 99.98% |
14.12.2020 | 3.06% | 0.31 | 0.32 | 225'000 | 75'000 | 225'000 | 74'944 | 72'554 | 24'917 | 99.60% | 99.60% |
11.12.2020 | 3.06% | 0.31 | 0.32 | 300'000 | 100'000 | 300'000 | 100'000 | 96'625 | 33'209 | 100.00% | 100.00% |
10.12.2020 | 2.73% | 0.35 | 0.36 | 300'000 | 100'000 | 300'000 | 100'000 | 109'048 | 37'349 | 100.00% | 100.00% |
09.12.2020 | 3.05% | 0.37 | 0.38 | 300'000 | 100'000 | 299'930 | 100'000 | 97'294 | 33'440 | 100.00% | 100.00% |
08.12.2020 | 3.12% | 0.30 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 94'977 | 32'659 | 99.86% | 99.86% |