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 | - | - |
30.12.2020 | 3.73% | 0.17 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 79'303 | 82'303 | 98.97% | 99.76% |
29.12.2020 | 2.76% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 107'372 | 110'372 | 99.27% | 99.27% |
28.12.2020 | 1.83% | 0.48 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 164'185 | 167'185 | 100.00% | 100.00% |
23.12.2020 | 1.12% | 0.90 | 0.91 | 300'000 | 300'000 | 300'000 | 300'000 | 266'113 | 269'113 | 100.00% | 100.00% |
22.12.2020 | 1.06% | 0.89 | 0.90 | 300'000 | 300'000 | 300'000 | 300'000 | 282'949 | 285'949 | 99.99% | 99.99% |
21.12.2020 | 1.00% | 1.12 | 1.13 | 300'000 | 300'000 | 300'000 | 300'000 | 310'404 | 313'526 | 87.97% | 87.97% |
18.12.2020 | 1.66% | 0.66 | 0.67 | 300'000 | 300'000 | 300'000 | 300'000 | 179'318 | 182'318 | 99.45% | 99.45% |
17.12.2020 | 1.57% | 0.60 | 0.61 | 300'000 | 300'000 | 300'000 | 300'000 | 190'632 | 193'636 | 98.67% | 98.67% |
16.12.2020 | 1.11% | 0.83 | 0.84 | 300'000 | 300'000 | 300'000 | 300'000 | 269'725 | 272'725 | 99.68% | 99.68% |