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 | 3.03% | 0.32 | 0.33 | 70'000 | 70'000 | 70'000 | 70'000 | 22'783 | 23'483 | 96.66% | 96.66% |
17.12.2020 | 3.11% | 0.32 | 0.33 | 70'000 | 70'000 | 70'000 | 70'000 | 22'197 | 22'897 | 95.50% | 95.50% |
16.12.2020 | 3.33% | 0.29 | 0.30 | 70'000 | 70'000 | 70'000 | 70'000 | 20'697 | 21'397 | 90.22% | 90.22% |
15.12.2020 | 3.81% | 0.27 | 0.28 | 70'000 | 70'000 | 70'000 | 70'000 | 18'055 | 18'755 | 97.15% | 97.15% |
14.12.2020 | 4.24% | 0.24 | 0.25 | 80'000 | 80'000 | 80'000 | 80'000 | 18'645 | 19'445 | 95.64% | 95.64% |
11.12.2020 | 5.16% | 0.18 | 0.19 | 80'000 | 80'000 | 80'000 | 80'000 | 15'116 | 15'916 | 98.81% | 98.81% |
10.12.2020 | 3.53% | 0.26 | 0.27 | 70'000 | 70'000 | 70'000 | 70'000 | 19'673 | 20'373 | 91.65% | 91.65% |
09.12.2020 | 3.24% | 0.31 | 0.32 | 80'000 | 80'000 | 80'000 | 80'000 | 24'327 | 25'127 | 93.68% | 93.68% |
08.12.2020 | 3.96% | 0.26 | 0.27 | 80'000 | 80'000 | 80'000 | 80'000 | 19'872 | 20'672 | 97.87% | 97.87% |