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 | - | - |
17.12.2020 | 0.36% | 2.79 | 2.80 | 100'000 | 100'000 | 100'000 | 100'000 | 275'087 | 276'087 | 100.00% | 100.00% |
16.12.2020 | 0.40% | 2.56 | 2.57 | 100'000 | 100'000 | 99'994 | 100'000 | 248'786 | 249'802 | 100.00% | 100.00% |
15.12.2020 | 0.42% | 2.34 | 2.35 | 100'000 | 100'000 | 100'000 | 100'000 | 237'088 | 238'088 | 100.00% | 100.00% |
14.12.2020 | 0.41% | 2.45 | 2.46 | 100'000 | 100'000 | 100'000 | 100'000 | 245'033 | 246'033 | 100.00% | 100.00% |
11.12.2020 | 0.42% | 2.48 | 2.49 | 100'000 | 100'000 | 100'000 | 100'000 | 239'888 | 240'888 | 99.02% | 99.02% |
10.12.2020 | 0.39% | 2.52 | 2.53 | 100'000 | 100'000 | 100'000 | 100'000 | 257'261 | 258'261 | 100.00% | 100.00% |
09.12.2020 | 0.39% | 2.53 | 2.54 | 100'000 | 100'000 | 100'000 | 100'000 | 255'251 | 256'251 | 100.00% | 100.00% |
08.12.2020 | 0.43% | 2.44 | 2.45 | 100'000 | 100'000 | 100'000 | 100'000 | 232'659 | 233'659 | 100.00% | 100.00% |
07.12.2020 | 0.41% | 2.41 | 2.42 | 100'000 | 100'000 | 100'000 | 100'000 | 243'989 | 244'989 | 100.00% | 100.00% |