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 | - | - |
15.12.2020 | 3.92% | 0.21 | 0.22 | 100'000 | 100'000 | 100'000 | 99'869 | 25'160 | 26'124 | 100.00% | 100.00% |
14.12.2020 | 3.07% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 32'211 | 33'211 | 100.00% | 100.00% |
11.12.2020 | 2.11% | 0.46 | 0.47 | 100'000 | 100'000 | 100'000 | 100'000 | 47'390 | 48'390 | 97.96% | 100.00% |
10.12.2020 | 3.84% | 0.27 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 26'171 | 27'171 | 100.00% | 100.00% |
09.12.2020 | 5.37% | 0.23 | 0.24 | 100'000 | 100'000 | 100'000 | 100'000 | 18'298 | 19'298 | 96.42% | 99.99% |
08.12.2020 | 2.92% | 0.30 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 33'889 | 34'889 | 100.00% | 100.00% |
07.12.2020 | 2.83% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 34'933 | 35'933 | 100.00% | 100.00% |
04.12.2020 | 2.90% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 34'080 | 35'080 | 100.00% | 100.00% |
03.12.2020 | 2.85% | 0.35 | 0.36 | 100'000 | 100'000 | 100'000 | 100'000 | 34'607 | 35'607 | 100.00% | 100.00% |