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 | 2.23% | 1.33 | 1.36 | 50'000 | 50'000 | 50'000 | 50'000 | 66'483 | 67'983 | 100.00% | 100.00% |
17.12.2020 | 1.75% | 1.31 | 1.32 | 160'000 | 160'000 | 81'416 | 81'416 | 106'992 | 108'539 | 98.76% | 98.76% |
16.12.2020 | 1.75% | 1.30 | 1.31 | 160'000 | 160'000 | 80'832 | 80'832 | 108'395 | 109'941 | 98.22% | 98.22% |
15.12.2020 | 2.06% | 1.09 | 1.10 | 160'000 | 160'000 | 81'316 | 81'316 | 90'360 | 91'906 | 98.91% | 98.91% |
14.12.2020 | 2.11% | 1.15 | 1.16 | 160'000 | 160'000 | 81'218 | 81'218 | 90'428 | 91'974 | 99.26% | 99.26% |
11.12.2020 | 2.29% | 1.04 | 1.05 | 160'000 | 160'000 | 80'953 | 80'953 | 82'941 | 84'487 | 98.60% | 98.60% |
10.12.2020 | 3.37% | 0.78 | 0.79 | 160'000 | 160'000 | 81'063 | 81'063 | 56'341 | 57'887 | 98.92% | 98.92% |
09.12.2020 | 3.22% | 0.78 | 0.79 | 160'000 | 160'000 | 81'018 | 81'018 | 59'175 | 60'721 | 99.09% | 99.09% |
08.12.2020 | 3.14% | 0.71 | 0.72 | 160'000 | 160'000 | 81'046 | 81'046 | 58'019 | 59'565 | 99.17% | 99.17% |