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 | 1.96% | 0.49 | 0.50 | 110'000 | 110'000 | 110'000 | 110'000 | 55'571 | 56'671 | 100.00% | 100.00% |
17.12.2020 | 1.98% | 0.46 | 0.47 | 110'000 | 110'000 | 110'000 | 110'000 | 55'204 | 56'304 | 99.06% | 99.06% |
16.12.2020 | 2.48% | 0.38 | 0.39 | 110'000 | 110'000 | 110'000 | 110'000 | 43'867 | 44'967 | 99.11% | 99.11% |
15.12.2020 | 2.54% | 0.39 | 0.40 | 110'000 | 110'000 | 110'000 | 110'000 | 42'852 | 43'952 | 99.07% | 99.07% |
14.12.2020 | 2.27% | 0.36 | 0.37 | 110'000 | 110'000 | 110'000 | 110'000 | 48'148 | 49'248 | 99.16% | 99.16% |
11.12.2020 | 2.19% | 0.47 | 0.48 | 110'000 | 110'000 | 110'000 | 110'000 | 49'647 | 50'747 | 99.14% | 99.14% |
10.12.2020 | 2.58% | 0.45 | 0.46 | 120'000 | 120'000 | 120'000 | 120'000 | 46'324 | 47'524 | 99.12% | 99.12% |
09.12.2020 | 2.63% | 0.33 | 0.34 | 120'000 | 120'000 | 120'000 | 120'000 | 45'262 | 46'462 | 98.85% | 98.85% |
08.12.2020 | 2.86% | 0.34 | 0.35 | 120'000 | 120'000 | 120'000 | 120'000 | 41'376 | 42'576 | 98.28% | 98.28% |