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 | 18.50% | 0.05 | 0.06 | 40'000 | 40'000 | 40'000 | 40'000 | 2'101 | 2'531 | 99.15% | 99.15% |
17.12.2020 | 11.58% | 0.09 | 0.10 | 100'000 | 100'000 | 58'129 | 58'129 | 9'543 | 10'653 | 98.30% | 98.30% |
16.12.2020 | 8.78% | 0.17 | 0.18 | 90'000 | 90'000 | 55'774 | 55'774 | 12'581 | 13'693 | 98.94% | 98.94% |
15.12.2020 | 8.50% | 0.18 | 0.19 | 100'000 | 100'000 | 57'916 | 57'916 | 14'199 | 15'349 | 99.33% | 99.33% |
14.12.2020 | 5.75% | 0.34 | 0.35 | 80'000 | 80'000 | 51'108 | 51'108 | 19'626 | 20'690 | 99.17% | 99.17% |
11.12.2020 | 7.15% | 0.30 | 0.31 | 90'000 | 90'000 | 55'490 | 55'490 | 16'135 | 17'194 | 98.51% | 98.51% |
10.12.2020 | 6.15% | 0.36 | 0.37 | 80'000 | 80'000 | 51'056 | 51'056 | 18'106 | 19'170 | 98.84% | 98.84% |
09.12.2020 | 4.23% | 0.64 | 0.65 | 70'000 | 70'000 | 41'054 | 41'054 | 25'551 | 26'483 | 99.07% | 99.07% |
08.12.2020 | 4.12% | 0.59 | 0.60 | 70'000 | 70'000 | 41'040 | 41'040 | 24'405 | 25'338 | 98.30% | 98.30% |