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 | 2.63% | 0.75 | 0.77 | 60'000 | 60'000 | 60'000 | 60'000 | 44'974 | 46'174 | 100.00% | 100.00% |
17.12.2020 | 2.31% | 0.71 | 0.72 | 210'000 | 210'000 | 99'853 | 99'853 | 75'601 | 77'145 | 99.38% | 99.38% |
16.12.2020 | 2.50% | 0.71 | 0.72 | 210'000 | 210'000 | 99'840 | 99'840 | 70'793 | 72'337 | 99.37% | 99.37% |
15.12.2020 | 2.66% | 0.66 | 0.67 | 210'000 | 210'000 | 99'804 | 99'804 | 66'269 | 67'813 | 99.33% | 99.33% |
14.12.2020 | 3.06% | 0.66 | 0.67 | 210'000 | 210'000 | 99'993 | 99'993 | 59'702 | 61'247 | 98.89% | 98.89% |
11.12.2020 | 3.43% | 0.56 | 0.57 | 210'000 | 210'000 | 99'388 | 99'388 | 52'152 | 53'693 | 98.79% | 98.79% |
10.12.2020 | 3.54% | 0.50 | 0.51 | 210'000 | 210'000 | 99'642 | 99'642 | 49'583 | 51'125 | 99.05% | 99.05% |
09.12.2020 | 3.18% | 0.51 | 0.52 | 210'000 | 210'000 | 99'577 | 99'577 | 53'689 | 55'232 | 99.07% | 99.07% |
08.12.2020 | 3.58% | 0.53 | 0.54 | 210'000 | 210'000 | 99'609 | 99'609 | 49'509 | 51'052 | 99.18% | 99.18% |