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 | 6.10% | 0.13 | 0.14 | 400'000 | 400'000 | 322'341 | 322'340 | 51'391 | 54'615 | 100.00% | 100.00% |
17.12.2020 | 6.29% | 0.24 | 0.25 | 200'000 | 200'000 | 362'890 | 341'850 | 51'969 | 53'638 | 100.00% | 100.00% |
16.12.2020 | 8.74% | 0.14 | 0.15 | 475'000 | 475'000 | 823'679 | 398'841 | 49'078 | 28'426 | 100.00% | 100.00% |
15.12.2020 | 7.43% | 0.10 | 0.11 | 500'000 | 500'000 | 397'103 | 394'218 | 51'172 | 54'824 | 100.00% | 100.00% |
14.12.2020 | 5.10% | 0.29 | 0.30 | 200'000 | 200'000 | 274'655 | 274'655 | 52'593 | 55'340 | 100.00% | 100.00% |
11.12.2020 | 4.09% | 0.28 | 0.29 | 175'000 | 175'000 | 218'965 | 218'975 | 52'455 | 54'647 | 100.00% | 100.00% |
10.12.2020 | 4.32% | 0.21 | 0.22 | 225'000 | 225'000 | 230'729 | 230'729 | 52'349 | 54'657 | 100.00% | 100.00% |
09.12.2020 | 3.83% | 0.24 | 0.25 | 225'000 | 225'000 | 205'674 | 205'674 | 52'611 | 54'668 | 100.00% | 100.00% |
08.12.2020 | 3.54% | 0.34 | 0.35 | 175'000 | 175'000 | 192'276 | 192'276 | 53'609 | 55'532 | 100.00% | 100.00% |