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 | 0.21% | 4.70 | 4.71 | 110'000 | 110'000 | 110'000 | 110'000 | 516'020 | 517'120 | 100.00% | 100.00% |
17.12.2020 | 0.21% | 4.67 | 4.68 | 210'000 | 210'000 | 130'428 | 130'428 | 610'582 | 611'887 | 97.64% | 97.64% |
16.12.2020 | 0.21% | 4.58 | 4.59 | 210'000 | 210'000 | 131'007 | 131'007 | 609'190 | 610'500 | 98.51% | 98.51% |
15.12.2020 | 0.22% | 4.46 | 4.47 | 210'000 | 210'000 | 131'216 | 131'216 | 585'190 | 586'502 | 98.90% | 98.90% |
14.12.2020 | 0.21% | 4.61 | 4.62 | 210'000 | 210'000 | 130'813 | 130'813 | 612'413 | 613'722 | 98.41% | 98.41% |
11.12.2020 | 0.23% | 4.45 | 4.46 | 200'000 | 200'000 | 120'986 | 120'986 | 526'707 | 527'917 | 97.77% | 97.77% |
10.12.2020 | 0.22% | 4.49 | 4.50 | 210'000 | 210'000 | 130'615 | 130'615 | 588'675 | 589'981 | 97.74% | 97.74% |
09.12.2020 | 0.21% | 4.56 | 4.57 | 210'000 | 210'000 | 131'633 | 131'633 | 614'036 | 615'352 | 95.50% | 95.50% |
08.12.2020 | 0.22% | 4.55 | 4.56 | 210'000 | 210'000 | 131'394 | 131'394 | 585'833 | 587'147 | 98.49% | 98.49% |