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 | 6.00% | 0.32 | 0.34 | 160'000 | 100'000 | 160'529 | 100'000 | 51'916 | 34'345 | 69.54% | 69.54% |
17.12.2020 | 6.11% | 0.32 | 0.34 | 160'000 | 100'000 | 163'101 | 100'000 | 51'725 | 33'733 | 73.92% | 73.92% |
16.12.2020 | 6.36% | 0.30 | 0.32 | 170'000 | 100'000 | 170'657 | 100'000 | 51'929 | 32'434 | 97.56% | 97.56% |
15.12.2020 | 6.91% | 0.29 | 0.31 | 180'000 | 100'000 | 183'394 | 100'000 | 51'273 | 29'989 | 65.22% | 65.22% |
14.12.2020 | 7.29% | 0.27 | 0.29 | 190'000 | 100'000 | 191'801 | 100'000 | 50'729 | 28'522 | 82.79% | 82.79% |
11.12.2020 | 8.30% | 0.22 | 0.24 | 230'000 | 100'000 | 218'828 | 100'000 | 50'552 | 25'117 | 81.65% | 81.65% |
10.12.2020 | 6.66% | 0.27 | 0.29 | 190'000 | 100'000 | 178'131 | 100'000 | 51'733 | 31'152 | 82.61% | 82.61% |
09.12.2020 | 6.37% | 0.31 | 0.33 | 170'000 | 100'000 | 170'352 | 100'000 | 51'790 | 32'422 | 69.40% | 69.40% |
08.12.2020 | 7.27% | 0.27 | 0.29 | 190'000 | 100'000 | 191'983 | 100'000 | 50'932 | 28'571 | 72.50% | 72.50% |