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 | 4.86% | 0.40 | 0.42 | 10'000 | 10'000 | 10'000 | 10'000 | 4'015 | 4'215 | 100.00% | 100.00% |
17.12.2020 | 4.31% | 0.36 | 0.37 | 60'000 | 60'000 | 23'637 | 23'637 | 8'622 | 8'915 | 91.89% | 91.89% |
16.12.2020 | 4.64% | 0.37 | 0.38 | 60'000 | 60'000 | 25'242 | 25'242 | 8'590 | 8'896 | 97.17% | 97.17% |
15.12.2020 | 4.51% | 0.33 | 0.34 | 60'000 | 60'000 | 25'487 | 25'487 | 8'592 | 8'901 | 98.55% | 98.55% |
14.12.2020 | 4.37% | 0.34 | 0.35 | 60'000 | 60'000 | 25'608 | 25'608 | 8'707 | 9'017 | 98.82% | 98.82% |
11.12.2020 | 4.81% | 0.34 | 0.35 | 60'000 | 60'000 | 24'912 | 24'912 | 8'162 | 8'466 | 96.72% | 96.72% |
10.12.2020 | 4.60% | 0.30 | 0.31 | 60'000 | 60'000 | 24'840 | 24'840 | 7'778 | 8'081 | 96.60% | 96.60% |
09.12.2020 | 3.91% | 0.44 | 0.45 | 60'000 | 60'000 | 24'553 | 24'553 | 10'160 | 10'462 | 95.24% | 95.24% |
08.12.2020 | 4.87% | 0.33 | 0.34 | 60'000 | 60'000 | 25'444 | 25'444 | 8'347 | 8'656 | 98.14% | 98.14% |