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 | 3.65% | 96.80 | 100.40 | 50'000 | 10'000 | 50'000 | 10'000 | 48'400 | 10'040 | 100.00% | 100.00% |
17.12.2020 | 2.47% | 100.00 | 100.40 | 500'000 | 100'000 | 140'654 | 28'131 | 139'673 | 28'251 | 97.84% | 97.84% |
16.12.2020 | 2.46% | 100.10 | 100.50 | 500'000 | 100'000 | 143'997 | 28'799 | 143'163 | 28'951 | 97.55% | 97.55% |
15.12.2020 | 2.45% | 100.10 | 100.50 | 500'000 | 100'000 | 149'200 | 29'840 | 148'374 | 29'997 | 96.33% | 96.33% |
14.12.2020 | 2.44% | 100.20 | 100.60 | 500'000 | 100'000 | 146'954 | 29'391 | 146'280 | 29'575 | 99.58% | 99.58% |
11.12.2020 | 2.41% | 100.30 | 100.70 | 500'000 | 100'000 | 145'741 | 29'148 | 145'224 | 29'360 | 98.80% | 98.80% |
10.12.2020 | 2.35% | 100.40 | 100.80 | 500'000 | 100'000 | 147'932 | 29'586 | 147'593 | 29'831 | 98.59% | 98.59% |
09.12.2020 | 2.34% | 100.40 | 100.80 | 500'000 | 100'000 | 146'109 | 29'222 | 145'767 | 29'463 | 97.04% | 97.04% |
08.12.2020 | 2.48% | 100.50 | 100.90 | 500'000 | 100'000 | 147'300 | 29'460 | 147'042 | 29'733 | 98.77% | 98.77% |