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 | 0.84% | 1.15 | 1.16 | 50'000 | 50'000 | 50'000 | 50'000 | 59'271 | 59'771 | 100.00% | 100.00% |
17.12.2020 | 0.85% | 1.21 | 1.22 | 50'000 | 50'000 | 50'000 | 50'000 | 58'717 | 59'217 | 99.92% | 99.92% |
16.12.2020 | 0.89% | 1.14 | 1.15 | 50'000 | 50'000 | 50'000 | 50'000 | 55'901 | 56'401 | 100.00% | 100.00% |
15.12.2020 | 0.94% | 1.09 | 1.10 | 50'000 | 50'000 | 50'000 | 50'000 | 53'077 | 53'577 | 99.99% | 99.99% |
14.12.2020 | 0.98% | 1.01 | 1.02 | 50'000 | 50'000 | 50'520 | 50'520 | 51'512 | 52'017 | 100.00% | 100.00% |
11.12.2020 | 0.94% | 1.06 | 1.07 | 50'000 | 50'000 | 50'000 | 50'000 | 53'122 | 53'622 | 100.00% | 100.00% |
10.12.2020 | 0.88% | 1.13 | 1.14 | 50'000 | 50'000 | 50'000 | 50'000 | 56'662 | 57'162 | 99.77% | 99.77% |
09.12.2020 | 0.79% | 1.23 | 1.24 | 50'000 | 50'000 | 50'000 | 50'000 | 62'974 | 63'474 | 100.00% | 100.00% |
08.12.2020 | 0.83% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 60'225 | 60'725 | 100.00% | 100.00% |