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 | 2.84% | 0.70 | 0.72 | 50'000 | 50'000 | 50'000 | 50'000 | 34'662 | 35'662 | 99.15% | 99.15% |
17.12.2020 | 2.27% | 0.73 | 0.74 | 110'000 | 110'000 | 68'004 | 68'004 | 52'415 | 53'537 | 99.00% | 99.00% |
16.12.2020 | 2.21% | 0.76 | 0.77 | 110'000 | 110'000 | 67'927 | 67'927 | 53'411 | 54'533 | 98.94% | 98.94% |
15.12.2020 | 2.30% | 0.71 | 0.72 | 110'000 | 110'000 | 67'916 | 67'916 | 51'662 | 52'783 | 99.33% | 99.33% |
14.12.2020 | 2.09% | 0.84 | 0.85 | 110'000 | 110'000 | 67'940 | 67'940 | 57'380 | 58'501 | 99.24% | 99.24% |
11.12.2020 | 2.29% | 0.79 | 0.80 | 110'000 | 110'000 | 67'738 | 67'738 | 52'468 | 53'589 | 98.91% | 98.91% |
10.12.2020 | 2.15% | 0.82 | 0.83 | 110'000 | 110'000 | 67'891 | 67'891 | 55'148 | 56'270 | 98.97% | 98.97% |
09.12.2020 | 1.79% | 1.01 | 1.02 | 110'000 | 110'000 | 67'828 | 67'828 | 67'852 | 68'973 | 99.07% | 99.07% |
08.12.2020 | 1.80% | 0.98 | 0.99 | 110'000 | 110'000 | 67'842 | 67'842 | 66'243 | 67'364 | 99.18% | 99.18% |