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 | 1.80% | 1.10 | 1.12 | 60'000 | 60'000 | 60'000 | 60'000 | 66'053 | 67'253 | 100.00% | 100.00% |
17.12.2020 | 1.58% | 1.06 | 1.07 | 210'000 | 210'000 | 99'853 | 99'853 | 110'913 | 112'457 | 99.38% | 99.38% |
16.12.2020 | 1.67% | 1.06 | 1.07 | 210'000 | 210'000 | 99'844 | 99'844 | 106'029 | 107'573 | 99.37% | 99.37% |
15.12.2020 | 1.74% | 1.01 | 1.02 | 210'000 | 210'000 | 99'810 | 99'810 | 101'545 | 103'089 | 99.33% | 99.33% |
14.12.2020 | 1.91% | 1.01 | 1.02 | 210'000 | 210'000 | 99'993 | 99'993 | 95'002 | 96'547 | 98.89% | 98.89% |
11.12.2020 | 2.05% | 0.91 | 0.92 | 210'000 | 210'000 | 99'388 | 99'388 | 87'200 | 88'741 | 98.79% | 98.79% |
10.12.2020 | 2.09% | 0.85 | 0.86 | 210'000 | 210'000 | 99'648 | 99'648 | 84'532 | 86'074 | 99.06% | 99.06% |
09.12.2020 | 1.96% | 0.86 | 0.87 | 210'000 | 210'000 | 99'577 | 99'577 | 88'772 | 90'314 | 99.07% | 99.07% |
08.12.2020 | 2.10% | 0.89 | 0.90 | 210'000 | 210'000 | 99'610 | 99'610 | 84'719 | 86'262 | 99.17% | 99.17% |