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 | - | - |
23.12.2020 | 1.94% | 0.52 | 0.53 | 300'000 | 300'000 | 300'000 | 300'000 | 153'761 | 156'761 | 99.99% | 99.99% |
22.12.2020 | 1.75% | 0.52 | 0.53 | 300'000 | 300'000 | 300'000 | 300'000 | 170'708 | 173'708 | 99.93% | 99.93% |
21.12.2020 | 1.59% | 0.74 | 0.75 | 300'000 | 300'000 | 300'000 | 300'000 | 198'316 | 201'435 | 90.05% | 90.05% |
18.12.2020 | 4.21% | 0.29 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 70'152 | 73'152 | 80.26% | 97.89% |
17.12.2020 | 3.88% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 78'360 | 81'363 | 97.28% | 98.67% |
16.12.2020 | 1.91% | 0.45 | 0.46 | 300'000 | 300'000 | 300'000 | 300'000 | 157'230 | 160'230 | 99.60% | 99.60% |
15.12.2020 | 1.55% | 0.67 | 0.68 | 300'000 | 300'000 | 300'000 | 300'000 | 192'870 | 195'870 | 100.00% | 100.00% |
14.12.2020 | 1.76% | 0.56 | 0.57 | 300'000 | 300'000 | 300'000 | 300'000 | 169'388 | 172'388 | 100.00% | 100.00% |
11.12.2020 | 1.61% | 0.54 | 0.55 | 300'000 | 300'000 | 300'000 | 300'000 | 187'058 | 190'058 | 99.99% | 99.99% |