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 | 0.54% | 1.84 | 1.85 | 100'000 | 100'000 | 100'000 | 100'000 | 184'341 | 185'341 | 100.00% | 100.00% |
17.12.2020 | 0.55% | 1.84 | 1.85 | 100'000 | 100'000 | 110'427 | 110'427 | 201'294 | 202'399 | 100.00% | 100.00% |
16.12.2020 | 0.59% | 1.68 | 1.69 | 125'000 | 125'000 | 125'000 | 125'000 | 210'434 | 211'684 | 100.00% | 100.00% |
15.12.2020 | 0.70% | 1.47 | 1.48 | 125'000 | 125'000 | 125'000 | 125'000 | 178'873 | 180'123 | 100.00% | 100.00% |
14.12.2020 | 0.73% | 1.35 | 1.36 | 125'000 | 125'000 | 125'000 | 125'000 | 170'294 | 171'544 | 100.00% | 100.00% |
11.12.2020 | 0.81% | 1.24 | 1.25 | 125'000 | 125'000 | 125'000 | 125'000 | 153'793 | 155'043 | 100.00% | 100.00% |
10.12.2020 | 0.69% | 1.43 | 1.44 | 125'000 | 125'000 | 125'000 | 125'000 | 179'583 | 180'833 | 100.00% | 100.00% |
09.12.2020 | 0.66% | 1.47 | 1.48 | 125'000 | 125'000 | 125'000 | 125'000 | 189'540 | 190'790 | 100.00% | 100.00% |
08.12.2020 | 0.73% | 1.40 | 1.41 | 125'000 | 125'000 | 125'000 | 125'000 | 170'910 | 172'160 | 99.95% | 99.95% |