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 | - | - |
30.12.2020 | 2.10% | 0.42 | 0.43 | 200'000 | 200'000 | 121'817 | 121'817 | 56'942 | 58'161 | 99.99% | 99.99% |
29.12.2020 | 2.50% | 0.55 | 0.56 | 200'000 | 200'000 | 121'954 | 121'954 | 50'230 | 51'449 | 99.14% | 99.14% |
28.12.2020 | 1.70% | 0.51 | 0.52 | 200'000 | 200'000 | 121'872 | 121'872 | 70'194 | 71'413 | 99.90% | 99.90% |
23.12.2020 | 1.20% | 0.73 | 0.74 | 200'000 | 200'000 | 121'832 | 121'832 | 99'887 | 101'105 | 100.00% | 100.00% |
22.12.2020 | 1.28% | 0.81 | 0.82 | 200'000 | 200'000 | 121'998 | 121'998 | 96'046 | 97'266 | 99.23% | 99.23% |
21.12.2020 | 0.96% | 0.93 | 0.94 | 200'000 | 200'000 | 122'064 | 122'064 | 127'913 | 129'134 | 98.89% | 98.89% |
18.12.2020 | 1.41% | 0.87 | 0.88 | 200'000 | 200'000 | 121'859 | 121'859 | 87'359 | 88'577 | 100.00% | 100.00% |
17.12.2020 | 1.42% | 0.72 | 0.73 | 200'000 | 200'000 | 121'693 | 121'693 | 85'021 | 86'238 | 99.47% | 99.47% |
16.12.2020 | 1.37% | 0.81 | 0.82 | 200'000 | 200'000 | 121'869 | 121'869 | 90'090 | 91'309 | 99.86% | 99.86% |